Quantitative Information Regarding Significant Unobservable Inputs (Details) (Fair Value, Inputs, Level 3, USD $) In Millions, unless otherwise specified	9 Months Ended		12 Months Ended
	Sep. 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	$ (34.6)		$ (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	97.1		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]
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%	[3]
Mortgage/Asset-backed Securities | Maximum
Quantitative Information Regarding Level 3 Inputs
Discount for Size			5.03%	[3]
Mortgage/Asset-backed Securities | Weighted Average
Quantitative Information Regarding Level 3 Inputs
Discount for Size			5.01%	[3]
All Other Corporate Bonds - Private
Quantitative Information Regarding Level 3 Inputs
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs	428.3		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	[4]	Priced at Par	[4]
All Other Corporate Bonds - Private | Minimum
Quantitative Information Regarding Level 3 Inputs
Comparability Adjustments	(0.69%)	[2]	(0.70%)	[2]
Change in Benchmark Reference	0.33%	[5]	3.36%	[5]
Discount for Size	0.50%	[3]	0.50%	[3]
Lack of Marketability			0.20%	[6]
Volatility of Credit	0.20%	[7]	0.07%	[7]
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%	[5]	3.36%	[5]
Discount for Size	0.50%	[3]	0.50%	[3]
Lack of Marketability			1.00%	[6]
Volatility of Credit	2.00%	[7]	4.00%	[7]
All Other Corporate Bonds - Private | Weighted Average
Quantitative Information Regarding Level 3 Inputs
Comparability Adjustments	(0.27%)	[2]	(0.60%)	[2]
Change in Benchmark Reference	0.54%	[5]	3.36%	[5]
Discount for Size	0.50%	[3]	0.50%	[3]
Lack of Marketability			0.55%	[6]
Volatility of Credit	0.55%	[7]	0.85%	[7]
Corporate Bond Securities - Public
Quantitative Information Regarding Level 3 Inputs
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs	64.2		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	0.25%	[5]	(0.32%)	[5]
Lack of Marketability	0.20%	[6]	0.20%	[6]
Volatility of Credit	(0.30%)	[7]	(0.88%)	[7]
Corporate Bond Securities - Public | Maximum
Quantitative Information Regarding Level 3 Inputs
Comparability Adjustments	0.25%	[2]	1.00%	[2]
Change in Benchmark Reference	0.25%	[5]	0.25%	[5]
Lack of Marketability	0.20%	[6]	0.20%	[6]
Volatility of Credit	(0.30%)	[7]	0.46%	[7]
Corporate Bond Securities - Public | Weighted Average
Quantitative Information Regarding Level 3 Inputs
Comparability Adjustments	0.20%	[2]	0.41%	[2]
Change in Benchmark Reference	0.25%	[5]	0.04%	[5]
Lack of Marketability	0.20%	[6]	0.20%	[6]
Volatility of Credit	(0.30%)	[7]	(0.26%)	[7]
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	[4]	Priced at Cost or Owner's Equity	[4]

[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 based on issue/issuer size relative to the benchmark

[4] Represents a decision to price based on par value, cost, or owner's equity when limited data is available

[5] Represents basis point adjustments for changes in benchmark spreads associated with various ratings categories

[6] Represents basis point adjustments to apply a discount due to the illiquidity of an investment

[7] Represents basis point adjustments for credit-specific factors