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Derivative Instruments (Open Credit Default Swap Liabilities) (Details) (Open Credit Default Swap Liabilities [Member], USD $)
In Millions, unless otherwise specified
 3 Months Ended 12 Months Ended
Mar. 31, 2015
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Dec. 31, 2014
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Summary Of Credit Derivatives    
Number of instruments 6us-gaap_NumberOfCreditRiskDerivativesHeld 6us-gaap_NumberOfCreditRiskDerivativesHeld
Fair value $ (3)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue [1] $ (3)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue [1]
Maximum potential payout 126us-gaap_CreditDerivativeMaximumExposureUndiscounted 126us-gaap_CreditDerivativeMaximumExposureUndiscounted
BBB- Average Credit Rating [Member] | 12/20/2016 Maturity [Member]    
Summary Of Credit Derivatives    
Credit rating of underlying obligation BBB- [2] BBB- [2]
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 (2)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember		 [1] (2)us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember		 [1]
Maximum potential payout 68us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember		 68us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity12202016Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember
BBB- Average Credit Rating [Member] | 3/20/2017 Maturity [Member]    
Summary Of Credit Derivatives    
Credit rating of underlying obligation BBB- [2] BBB- [2]
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 (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 $ 58us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ us-gaap_CreditDerivativesByContractTypeAxis
= us-gaap_CreditDefaultSwapSellingProtectionMember
/ lnc_CreditDerivativesByMaturityDateAxis
= lnc_Maturity3202017Member
/ us-gaap_CreditRatingStandardPoorsAxis
= lnc_BbbMinusAverageCreditRatingMember		 $ 58us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ 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 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.