Quantitative Information Regarding Significant Unobservable Inputs (Details) - Fair Value, Inputs, Level 3 - USD ($) $ in Millions		6 Months Ended	12 Months Ended
		Jun. 30, 2016	Dec. 31, 2015
Embedded Derivative Liability
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs		$ (83.0)	$ (87.6)
Embedded Derivative Liability | Projected Cash Flows
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Significant Assumptions to Calculating Fair Value of Level 3 Instrument	[1]	Actuarial Assumptions	Actuarial Assumptions
States, Municipalities, and Political Subdivisions
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs			$ 73.3
States, Municipalities, and Political Subdivisions | Minimum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	[2]		0.50%
States, Municipalities, and Political Subdivisions | Maximum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	[2]		1.00%
States, Municipalities, and Political Subdivisions | Weighted Average
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	[2]		0.70%
Municipal Bonds [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs			$ 12.0
Municipal Bonds [Member] | Market Convention
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Significant Assumptions to Calculating Fair Value of Level 3 Instrument	[3]		Priced at Par
All Other Corporate Bonds - Private
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs		$ 130.7	$ 151.0
All Other Corporate Bonds - Private | Market Convention
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Significant Assumptions to Calculating Fair Value of Level 3 Instrument	[3]	Priced at Par	Priced at Par
All Other Corporate Bonds - Private | Minimum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Comparability Adjustments	[4]	0.50%	0.50%
Discount for Size	[5]	0.50%	0.50%
Lack of Marketability	[6]	1.00%	1.00%
Volatility of Credit	[7]	0.25%	0.25%
All Other Corporate Bonds - Private | Maximum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Comparability Adjustments	[4]	0.50%	0.50%
Discount for Size	[5]	0.50%	0.50%
Lack of Marketability	[6]	2.00%	2.00%
Volatility of Credit	[7]	6.29%	5.56%
All Other Corporate Bonds - Private | Weighted Average
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Comparability Adjustments	[4]	0.50%	0.50%
Discount for Size	[5]	0.50%	0.50%
Lack of Marketability	[6]	1.75%	1.75%
Volatility of Credit	[7]	1.69%	0.94%
All Other Corporate Bonds - Public
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs		$ 7.1	$ 36.2
All Other Corporate Bonds - Public | Minimum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Lack of Marketability	[6]	1.00%	1.00%
All Other Corporate Bonds - Public | Maximum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Lack of Marketability	[6]	1.00%	1.00%
All Other Corporate Bonds - Public | Weighted Average
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Lack of Marketability	[6]	1.00%	1.00%
Equity Securities
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs		$ 1.1	$ 1.1
Equity Securities | Market Convention
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Significant Assumptions to Calculating Fair Value of Level 3 Instrument	[3]	Priced at Cost or Owner's Equity	Priced at Cost or Owner's Equity

[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 ratings categories

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

[4] Represents basis point adjustments for changes in benchmark spreads associated with various industry sectors

[5] Represents basis point adjustments based on issue/issuer size relative to the benchmark

[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