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Quantitative Information Regarding Significant Unobservable Inputs (Details) (Fair Value, Inputs, Level 3, USD $)
In Millions, unless otherwise specified
 6 Months Ended 12 Months Ended
Jun. 30, 2014
Dec. 31, 2013
Embedded Derivative in Modified Coinsurance Arrangement
    
Quantitative Information Regarding Level 3 Inputs    
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs $ (32.3) $ (53.2)
Embedded Derivative in Modified Coinsurance Arrangement | Projected Cash Flows
    
Quantitative Information Regarding Level 3 Inputs    
Significant Assumptions to Calculating Fair Value of Level 3 Instrument Actuarial Assumptions [1] Actuarial Assumptions [1]
States, Municipalities, and Political Subdivisions
    
Quantitative Information Regarding Level 3 Inputs    
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs 96.8 142.7
States, Municipalities, and Political Subdivisions | Minimum
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 0.25% [2] 0.25% [2]
States, Municipalities, and Political Subdivisions | Maximum
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 1.00% [2] 1.25% [2]
States, Municipalities, and Political Subdivisions | Weighted Average
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 0.71% [2] 0.65% [2]
Public Utilities | Minimum
    
Quantitative Information Regarding Level 3 Inputs    
Volatility of Credit   0.75% [3]
Public Utilities | Maximum
    
Quantitative Information Regarding Level 3 Inputs    
Volatility of Credit   1.25% [3]
Public Utilities | Weighted Average
    
Quantitative Information Regarding Level 3 Inputs    
Volatility of Credit   0.92% [3]
Mortgage/Asset-backed Securities
    
Quantitative Information Regarding Level 3 Inputs    
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs   0.5
Mortgage/Asset-backed Securities | Minimum
    
Quantitative Information Regarding Level 3 Inputs    
Discount for Size   4.93% [4]
Mortgage/Asset-backed Securities | Maximum
    
Quantitative Information Regarding Level 3 Inputs    
Discount for Size   5.03% [4]
Mortgage/Asset-backed Securities | Weighted Average
    
Quantitative Information Regarding Level 3 Inputs    
Discount for Size   5.01% [4]
All Other Corporate Bonds - Private
    
Quantitative Information Regarding Level 3 Inputs    
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs 342.0 371.3
All Other Corporate Bonds - Private | Market Convention
    
Quantitative Information Regarding Level 3 Inputs    
Significant Assumptions to Calculating Fair Value of Level 3 Instrument Priced at Par [5] Priced at Par [5]
All Other Corporate Bonds - Private | Minimum
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 0.50% [2] (0.70%) [2]
Change in Benchmark Reference 0.33% [6] 3.36% [6]
Discount for Size 0.50% [4] 0.50% [4]
Lack of Marketability 1.00% [7] 0.20% [7]
Volatility of Credit 0.25% [3] 0.07% [3]
All Other Corporate Bonds - Private | Maximum
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 0.50% [2] (0.40%) [2]
Change in Benchmark Reference 0.75% [6] 3.36% [6]
Discount for Size 0.50% [4] 0.50% [4]
Lack of Marketability 1.00% [7] 1.00% [7]
Volatility of Credit 4.00% [3] 4.00% [3]
All Other Corporate Bonds - Private | Weighted Average
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 0.50% [2] (0.60%) [2]
Change in Benchmark Reference 0.60% [6] 3.36% [6]
Discount for Size 0.50% [4] 0.50% [4]
Lack of Marketability 1.00% [7] 0.55% [7]
Volatility of Credit 1.08% [3] 0.85% [3]
Corporate Bond Securities - Public
    
Quantitative Information Regarding Level 3 Inputs    
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs 71.1 514.4
Corporate Bond Securities - Public | Minimum
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 0.10% [2] (0.23%) [2]
Change in Benchmark Reference 1.86% [6] (0.32%) [6]
Lack of Marketability 0.20% [7] 0.20% [7]
Volatility of Credit (0.30%) [3] (0.88%) [3]
Corporate Bond Securities - Public | Maximum
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 1.00% [2] 1.00% [2]
Change in Benchmark Reference 1.86% [6] 0.25% [6]
Lack of Marketability 0.25% [7] 0.20% [7]
Volatility of Credit (0.30%) [3] 0.46% [3]
Corporate Bond Securities - Public | Weighted Average
    
Quantitative Information Regarding Level 3 Inputs    
Comparability Adjustments 0.38% [2] 0.41% [2]
Change in Benchmark Reference 1.86% [6] 0.04% [6]
Lack of Marketability 0.23% [7] 0.20% [7]
Volatility of Credit (0.30%) [3] (0.26%) [3]
Equity Securites
    
Quantitative Information Regarding Level 3 Inputs    
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs $ 2.8 $ 4.2
Equity Securites | Market Convention
    
Quantitative Information Regarding Level 3 Inputs    
Significant Assumptions to Calculating Fair Value of Level 3 Instrument Priced at Cost or Owner's Equity [5] Priced at Cost or Owner's Equity [5]
[1] Represents various actuarial assumptions required to derive the liability cash flows including incidence, termination, and lapse rates
[2] Represents basis point adjustments for changes in benchmark spreads associated with various industry sectors
[3] Represents basis point adjustments for credit-specific factors
[4] Represents basis point adjustments based on issue/issuer size relative to the benchmark
[5] Represents a decision to price based on par value, cost, or owner's equity when limited data is available
[6] Represents basis point adjustments for changes in benchmark spreads associated with various ratings categories
[7] Represents basis point adjustments to apply a discount due to the illiquidity of an investment