Investments and Derivative Instruments (Details Textual 3) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2012 securities	Sep. 30, 2011	Sep. 30, 2012 securities	Sep. 30, 2011	Dec. 31, 2011
Document Period End Date			Sep. 30, 2012
Notional Amount	$ 173,376,000,000		$ 173,376,000,000		$ 141,436,000,000
Percent of fair value of securities transferred for collateral obtained on repurchase agreement			at least 95%
Additional Investments and Derivative Instruments (Textual) [Abstract]
Projected loss contingency for loans with an LTV ratio			90% or greater
Days after due payment date when interest income ceases to accrue			60 days
Gross gains and losses on sales and impairments previously reported as unrealized losses in AOCI	37,000,000	74,000,000	159,000,000	87,000,000
Proceeds from sales of AFS securities	10,800,000,000	8,700,000,000	34,200,000,000	26,300,000,000
Number of securities included in AFS securities in an unrealized loss position, primarily related to municipal securities	2,191		2,191
Percentage of gross unrealized losses depressed	81.00%		81.00%
Securities Depressed to Cost or Amortized Cost Lower Limit	20.00%		20.00%
Number of years to maturity for securities concentrated in the financial services sector			10 years
Carrying value of mortgage loans associated with the valuation allowance	546,000,000		546,000,000		621,000,000
Valuation allowances on mortgage loans held for sale	4,000,000		4,000,000		4,000,000
Mortgage loans held for sale, carrying value	57,000,000		57,000,000		74,000,000
Current weighted average loan to value ratio of commercial mortgage loan	64.00%		64.00%
Original weighted average loan to value ratio of commercial mortgage loan	63.00%		63.00%
Avg. Debt-Service Coverage Ratio	2.29		2.29
Securities sold under agreements to repurchase	1,600,000,000		1,600,000,000
Notional amount of interest rate swaps in offsetting relationships	7,600,000,000		7,600,000,000		7,800,000,000
Deferred net gains on derivative instruments before tax to be reclassified to earnings during next twelve months			119,000,000
Maximum Term Over for Hedging Exposure to Variability of Future Cash Flows			3 years
Derivative fair value reported as liabilities	1,700,000,000		1,700,000,000		3,200,000,000
Increase in notional amount of hedging instruments			25,000,000,000
Maximum amount of net reclassifications from AOCI to earnings	0		0	0
Policyholder Behavior Assumptions [Member]
Derivative, Gain (Loss) on Derivative, Net	0	0	301,000,000	51,000,000
International Program Hedging Instruments [Member]
Notional Amount	$ 67,294,000,000		$ 67,294,000,000		$ 33,726,000,000