Fair Values of Assets and Liabilities (Unobservable inputs) (Details 4) (Ameriprise Financial [Member], Discounted cash flow valuation technique [Member], USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2014		Dec. 31, 2013
IUL embedded derivatives [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Liabilities at fair value	$ 242		$ 125
Nonperformance risk (as a percent)	0.65%	[1]	0.74%	[1]
GMWB and GMAB embedded derivatives [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Liabilities at fair value	479		(575)
Nonperformance risk (as a percent)	0.65%	[1]	0.74%	[1]
GMWB and GMAB embedded derivatives [Member] | Minimum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Utilization of guaranteed withdrawals (as a percent)	0.00%	[2]	0.00%	[2]
Surrender rate (as a percent)	0.00%		0.10%
Market volatility	5.20%	[3]	4.90%	[3]
Elective contractholder strategy allocations	0.00%	[4]	0.00%	[4]
GMWB and GMAB embedded derivatives [Member] | Maximum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Utilization of guaranteed withdrawals (as a percent)	51.10%	[2]	51.10%	[2]
Surrender rate (as a percent)	59.10%		57.90%
Market volatility	20.90%	[3]	18.80%	[3]
Elective contractholder strategy allocations	3.00%	[4]	50.00%	[4]
Corporate debt securities [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Assets at fair value	$ 1,476		$ 1,589
Corporate debt securities [Member] | Minimum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Yield/spread to U.S. Treasuries (as a percent)	1.00%		0.90%
Corporate debt securities [Member] | Maximum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Yield/spread to U.S. Treasuries (as a percent)	3.90%		5.30%
Corporate debt securities [Member] | Weighted Average [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Yield/spread to U.S. Treasuries (as a percent)	1.50%		1.50%

[1] The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives

[2] The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year.

[3] Market volatility is implied volatility of fund of funds and managed volatility funds.

[4] The elective allocation represents the percentage of contractholders that are assumed to electively switch their investment allocation to a different allocation model.