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Derivative Financial Instruments - Additional Information (Detail) (USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2015
Dec. 31, 2011
Derivative          
Credit Exposure on Derivatives 13.6        
Cash collateral from counterparties $ 15.4us-gaap_DerivativeCollateralObligationToReturnCash $ 1.1us-gaap_DerivativeCollateralObligationToReturnCash      
Carrying value of fixed maturity securities posted as collateral to our counterparties 67.0us-gaap_AvailableForSaleSecuritiesPledgedAsCollateral 95.6us-gaap_AvailableForSaleSecuritiesPledgedAsCollateral      
Cash Collateral to counterparties 0us-gaap_DerivativeCollateralRightToReclaimCash 0us-gaap_DerivativeCollateralRightToReclaimCash      
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position 92.9us-gaap_DerivativeNetLiabilityPositionAggregateFairValue 135.6us-gaap_DerivativeNetLiabilityPositionAggregateFairValue      
Notional Amount of Derivatives 1,687.4invest_DerivativeNotionalAmount 1,477.4invest_DerivativeNotionalAmount 1,432.8invest_DerivativeNotionalAmount   1,413.0invest_DerivativeNotionalAmount
Gross Derivative Liability (92.9)us-gaap_DerivativeFairValueOfDerivativeLiability (135.6)us-gaap_DerivativeFairValueOfDerivativeLiability      
Additions 318.1unm_NotionalAmountOfDerivativesAdditions 291.0unm_NotionalAmountOfDerivativesAdditions 336.0unm_NotionalAmountOfDerivativesAdditions    
Notional Amount Of Derivatives Terminations 108.1unm_NotionalAmountOfDerivativesTerminations 246.4unm_NotionalAmountOfDerivativesTerminations 316.2unm_NotionalAmountOfDerivativesTerminations    
Material Ineffectiveness on Cash Flow Hedges 0us-gaap_GainOnCashFlowHedgeIneffectiveness 0us-gaap_GainOnCashFlowHedgeIneffectiveness 0us-gaap_GainOnCashFlowHedgeIneffectiveness    
Gain from Components Excluded from Assessment of Cash Flow Hedge Effectiveness 0us-gaap_GainLossFromComponentsExcludedFromAssessmentOfCashFlowHedgeEffectivenessNet 0us-gaap_GainLossFromComponentsExcludedFromAssessmentOfCashFlowHedgeEffectivenessNet 0us-gaap_GainLossFromComponentsExcludedFromAssessmentOfCashFlowHedgeEffectivenessNet    
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months 50.2us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths        
Material Ineffectiveness on Fair Value Hedges 0us-gaap_GainOnFairValueHedgeIneffectiveness 0us-gaap_GainOnFairValueHedgeIneffectiveness 0us-gaap_GainOnFairValueHedgeIneffectiveness    
Gain (Loss) from Components Excluded from Assessment of Fair Value Hedge Effectiveness, Net 0us-gaap_GainLossFromComponentsExcludedFromAssessmentOfFairValueHedgeEffectivenessNet 0us-gaap_GainLossFromComponentsExcludedFromAssessmentOfFairValueHedgeEffectivenessNet 0us-gaap_GainLossFromComponentsExcludedFromAssessmentOfFairValueHedgeEffectivenessNet    
Discontinued Hedge Accounting Due to Instrument No Longer Qualifying as FV Hedge 0us-gaap_GainLossFromHedgedFirmCommitmentNotQualifyingAsFairValueHedgeNet        
Novated Foreign Currency Interest Rate Swap          
Derivative          
Notional Amount of Derivatives 97.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_NovatedForeignCurrencyInterestRateSwapMember
       
Gross Derivative Liability (29.5)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_NovatedForeignCurrencyInterestRateSwapMember
       
Foreign Exchange Contracts          
Derivative          
Hedge Gain Reclassification from AOCI to Earnings 13.1us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
       
Receive Variable/Pay Fixed | Swaps          
Derivative          
Notional Amount of Derivatives 150.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember
150.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember
     
Receive Variable/Pay Fixed | Interest Rate Swaps          
Derivative          
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments 5.3us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember
11.5us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
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= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember
1.2us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember
   
Receive Fixed/Pay Variable | Swaps          
Derivative          
Notional Amount of Derivatives 600.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember
600.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember
     
Receive Fixed/Pay Variable | Interest Rate Swaps          
Derivative          
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments (5.5)us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember
21.1us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember
(6.6)us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember
   
Cash Flow Hedging | Interest Rate Swaps          
Derivative          
Notional Amount of Derivatives 618.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
630.4invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional Amount Of Derivatives Terminations   150.0unm_NotionalAmountOfDerivativesTerminations
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Cash Flow Hedging | Foreign Currency Swap          
Derivative          
Additions   150.0unm_NotionalAmountOfDerivativesAdditions
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CurrencySwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Long-term Debt          
Derivative          
Hedge Gain Reclassification from AOCI to Earnings 13.1us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax
/ us-gaap_ExtinguishmentOfDebtAxis
= us-gaap_LongTermDebtMember
       
Long-term Debt | Subsequent Event          
Derivative          
Hedge Gain Reclassification from AOCI to Earnings       28.4us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax
/ us-gaap_ExtinguishmentOfDebtAxis
= us-gaap_LongTermDebtMember
/ us-gaap_SubsequentEventTypeAxis
= us-gaap_SubsequentEventMember
 
Designated as Hedging Instrument | Foreign Currency Swap          
Derivative          
Notional Amount of Derivatives 124.7invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CurrencySwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
       
Not Designated as Hedging Instrument | Foreign Currency Swap          
Derivative          
Notional Amount of Derivatives 125.4invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CurrencySwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
       
Credit Default Swaps          
Derivative          
Notional Amount of Derivatives 97.0invest_DerivativeNotionalAmount
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
       
Credit Default Swaps | Swaps          
Derivative          
Notional Amount of Derivatives 97.0invest_DerivativeNotionalAmount
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
97.0invest_DerivativeNotionalAmount
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
0invest_DerivativeNotionalAmount
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
  0invest_DerivativeNotionalAmount
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
Additions 0unm_NotionalAmountOfDerivativesAdditions
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
97.0unm_NotionalAmountOfDerivativesAdditions
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
0unm_NotionalAmountOfDerivativesAdditions
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
   
Notional Amount Of Derivatives Terminations $ 0unm_NotionalAmountOfDerivativesTerminations
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
$ 0unm_NotionalAmountOfDerivativesTerminations
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
$ 0unm_NotionalAmountOfDerivativesTerminations
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember