Derivatives and Hedge Accounting (Details 4) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Credit derivatives:
Fair value of hybrid securities	$ 152,000,000		$ 152,000,000
Current par value of hybrid securities	515,000,000		515,000,000
AIGFP
Credit derivatives:
Credit derivative transactions hedging credit risk	338,000,000		338,000,000
AIGFP | Super Senior CDS AIGFP
Credit derivatives:
Notional amount of credit risk derivatives	29,114,000,000		29,114,000,000		59,850,000,000
Fair Value of Derivative (Asset) Liability	3,266,000,000		3,266,000,000		3,680,000,000
Unrealized gain (loss) on credit derivatives	(94,000,000)	161,000,000	229,000,000	280,000,000
Unrealized gain (loss) on derivatives from change in credit valuation	8,000,000	23,000,000	2,000,000	(90,000,000)
Collateral posted	3,200,000,000		3,200,000,000		3,800,000,000
AIGFP | Super Senior CDS AIGFP | Regulatory Capital
Credit derivatives:
Notional amount of credit risk derivatives	9,649,000,000		9,649,000,000		38,069,000,000
Fair Value of Derivative (Asset) Liability	7,000,000		7,000,000		(173,000,000)
Unrealized gain (loss) on credit derivatives	1,000,000	(20,000,000)	16,000,000	19,000,000
Derivative weighted average maturity (in years)	1.2 Y		1.2 Y
Notional amount of CDS terminated			26,000,000,000
AIGFP | Super Senior CDS AIGFP | Regulatory Capital | Corporate loans
Credit derivatives:
Notional amount of credit risk derivatives	2,972,000,000		2,972,000,000		5,193,000,000
Weighted average percentage subordination of credit risk derivative portfolio (as a percent)	23.55%		23.55%
Highest realized loss percentage on credit risk derivative portfolio (as a percent)	0.52%		0.52%
AIGFP | Super Senior CDS AIGFP | Regulatory Capital | Prime residential mortgages
Credit derivatives:
Notional amount of credit risk derivatives	5,562,000,000		5,562,000,000		31,613,000,000
Fair Value of Derivative (Asset) Liability					(190,000,000)
Unrealized gain (loss) on credit derivatives		(7,000,000)	6,000,000	26,000,000
Number of credit default swaps transaction terminated	2
Notional amount of CDS terminated during period	24,100,000,000
Derivative weighted average maturity (in years)	0.7 Y		0.7 Y
Weighted average percentage subordination of credit risk derivative portfolio (as a percent)	31.84%		31.84%
Highest realized loss percentage on credit risk derivative portfolio (as a percent)	2.79%		2.79%
AIGFP | Super Senior CDS AIGFP | Regulatory Capital | Other,
Credit derivatives:
Notional amount of credit risk derivatives	1,115,000,000		1,115,000,000		1,263,000,000
Fair Value of Derivative (Asset) Liability	7,000,000		7,000,000		17,000,000
Unrealized gain (loss) on credit derivatives	1,000,000	(13,000,000)	10,000,000	(7,000,000)
Derivative weighted average maturity (in years)	4.3 Y		4.3 Y
AIGFP | Super Senior CDS AIGFP | Arbitrage
Credit derivatives:
Notional amount of credit risk derivatives	18,904,000,000		18,904,000,000		18,958,000,000
Fair Value of Derivative (Asset) Liability	3,286,000,000		3,286,000,000		3,655,000,000
Unrealized gain (loss) on credit derivatives	(83,000,000)	158,000,000	227,000,000	309,000,000
AIGFP | Super Senior CDS AIGFP | Arbitrage | Multi-sector CDOs
Credit derivatives:
Notional amount of credit risk derivatives	6,084,000,000		6,084,000,000		6,689,000,000
Fair Value of Derivative (Asset) Liability	3,159,000,000		3,159,000,000		3,484,000,000
Unrealized gain (loss) on credit derivatives	(90,000,000)	241,000,000	183,000,000	399,000,000
Number of credit default swaps transaction terminated			1
Notional amount of CDS terminated during period			188,000,000
Amount of ABS CDS transactions purchased			107,000,000
Realized loss on CDS terminations			121,000,000
Additional amount paid for CDS terminated during period			21,000,000
Realized loss on additional payment related to CDS terminations			21,000,000
Notional amount of CDS with cash settlement provisions	5,100,000,000		5,100,000,000		5,500,000,000
Derivative weighted average maturity (in years)	6.5 Y		6.5 Y
Net notional amount of CDS written containing sub-prime RMBS collateral	2,900,000,000		2,900,000,000
Fair value of CDS written containing sub-prime RMBS collateral	1,600,000,000		1,600,000,000
Number of CDS transaction with cash settlement provisions which breached attachment point	1		1
Net notional amount of CDS with cash settlement provisions which breached attachment point	377,000,000		377,000,000
Total amount paid for credit default swaps with cash settlement	90,000,000		90,000,000
Amount paid for CDS with cash settlement provisions			21,000,000
Notional amount of CDS with physical settlement provisions	1,400,000,000		1,400,000,000
Notional amount of CDS with additional termination rights reflecting AIG's rating level	1,500,000,000		1,500,000,000
AIGFP | Super Senior CDS AIGFP | Arbitrage | Corporate debt
Credit derivatives:
Notional amount of credit risk derivatives	12,820,000,000		12,820,000,000		12,269,000,000
Fair Value of Derivative (Asset) Liability	127,000,000		127,000,000		171,000,000
Unrealized gain (loss) on credit derivatives	7,000,000	(83,000,000)	44,000,000	(90,000,000)
Notional amount of CDS written on super senior tranches of CLOs	1,400,000,000		1,400,000,000		1,300,000,000
Derivative weighted average maturity (in years)	4.5 Y		4.5 Y
AIGFP | Super Senior CDS AIGFP | Mezzanine Tranches
Credit derivatives:
Notional amount of credit risk derivatives	561,000,000		561,000,000		2,823,000,000
Fair Value of Derivative (Asset) Liability	(27,000,000)		(27,000,000)		198,000,000
Unrealized gain (loss) on credit derivatives	(12,000,000)	23,000,000	(14,000,000)	(48,000,000)
Notional amount of CDS terminated during period	2,200,000,000
Notional amount of CDS purchased offsets	721,000,000		721,000,000		1,400,000,000
AIGFP | Written single name CDS AIGFP
Credit derivatives:
Notional amount of credit risk derivatives	397,000,000		397,000,000
Notional amount of CDS purchased offsets	109,000,000		109,000,000
Derivative weighted average maturity (in years)	19.54 Y		19.54 Y
Collateral posted	100,000,000		100,000,000
Notional amount of single name CDS maximum exposure	288,000,000		288,000,000
Fair value of derivative liability	75,000,000		75,000,000
AIGFP | Regulatory Capital
Credit derivatives:
Derivative weighted average maturity (in years)	1.22 Y		1.22 Y
Matched investment program written CDS
Credit derivatives:
Notional amount of credit risk derivatives	1,300,000,000		1,300,000,000
Derivative weighted average maturity (in years)	1Y		1Y
Fair value of derivative liability	15,200,000		15,200,000
Credit Risk-Related Contingent Features
Credit derivatives:
Fair value of CDS written containing sub-prime RMBS collateral	5,200,000,000		5,200,000,000
Aggregate fair value of net liability position	4,600,000,000		4,600,000,000
Additional collateral requirements, one-notch downgrade	298,000,000		298,000,000
Futher additional collateral requirements, one-notch downgrade	$ 352,000,000		$ 352,000,000