XML 1169 R92.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative Instruments (Open Credit Default Swap Liabilities) (Details) (Open Credit Default Swap Liabilities [Member], USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2014
item
Dec. 31, 2013
item
Summary Of Credit Derivatives    
Credit default swaps, number of instruments 6us-gaap_NumberOfCreditRiskDerivativesHeld 6us-gaap_NumberOfCreditRiskDerivativesHeld
Fair Value of open credit default swap liabilities $ (3)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue [1] $ (2)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue [1]
Maximum potential payout of open credit default swap liabilities 126us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue 126us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue
BBB- average credit rating | 12/20/2016 maturity    
Summary Of Credit Derivatives    
Credit rating of underlying obligation BBB- [2] BBB- [2]
Credit default swaps, number of instruments 3us-gaap_NumberOfCreditRiskDerivativesHeld
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
3us-gaap_NumberOfCreditRiskDerivativesHeld
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
Fair Value of open credit default swap liabilities (2)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
[1] (1)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
[1]
Maximum potential payout of open credit default swap liabilities 68us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
68us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
BBB- average credit rating | 3/20/2017 maturity    
Summary Of Credit Derivatives    
Credit rating of underlying obligation BBB- [2] BBB- [2]
Credit default swaps, number of instruments 3us-gaap_NumberOfCreditRiskDerivativesHeld
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity3202017Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
3us-gaap_NumberOfCreditRiskDerivativesHeld
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity3202017Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
Fair Value of open credit default swap liabilities (1)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity3202017Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
[1] (1)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity3202017Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
[1]
Maximum potential payout of open credit default swap liabilities $ 58us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity3202017Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
$ 58us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity3202017Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
[1] Broker quotes are used to determine the market value of our credit default swaps.
[2] Represents average credit ratings based on the midpoint of the applicable ratings among Moody's, S&P and Fitch Ratings, as scaled to the corresponding S&P ratings.