Fair Value Measurements Level 4 Pricing Controls, Broker Inputs, and Valuation (Details) - USD ($)		12 Months Ended
		Dec. 31, 2015		Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Adjustments to Broker Prices Received		0.00%
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount		$ 0		$ 0
Derivative Financial Instruments, Assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Valuation Techniques		Derivative instruments are fair valued using pricing valuation models for OTC derivatives that utilize independent market data inputs, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of December 31, 2015 and 2014, 96% and 96%, respectively, of derivatives, based upon notional values, were priced by valuation models, including discounted cash flow models and option-pricing models that utilize present value techniques, or quoted market prices. The remaining derivatives were priced by broker quotations.
Interest Rate Contract [Member] | Interest Rate Swap [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ (30,000,000)		$ (29,000,000)
Fair Value Measurements, Valuation Techniques		Discounted cash flows		Discounted cash flows
Fair Value Measurements, Sensitivity Analysis, Description	[1]	Decrease		Decrease
Fair Value Measurements, Significant Assumptions		Swap curve beyond 30 years		Swap curve beyond 30 years
US GMWB Hedging Instruments [Member] | Variance Swap [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ (31,000,000)
Fair Value Measurements, Valuation Techniques		Option model
Fair Value Measurements, Sensitivity Analysis, Description	[1]	Increase
Fair Value Measurements, Significant Assumptions		Equity volatility
US GMWB Hedging Instruments [Member] | Equity Option [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 35,000,000		$ 46,000,000
Fair Value Measurements, Valuation Techniques		Option model		Option model
Fair Value Measurements, Sensitivity Analysis, Description	[1]	Increase		Increase
Fair Value Measurements, Significant Assumptions		Equity volatility		Equity volatility
US GMWB Hedging Instruments [Member] | Other Contract [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 131,000,000		$ 124,000,000
Fair Value Measurements, Valuation Techniques		Discounted cash flows		Discounted cash flows
Fair Value Measurements, Sensitivity Analysis, Description	[1]	Increase		Increase
Fair Value Measurements, Significant Assumptions		Equity volatility		Equity volatility
US Macro Hedge Program [Member] | Equity Option [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 179,000,000		$ 141,000,000
Fair Value Measurements, Valuation Techniques		Option model		Option model
Fair Value Measurements, Sensitivity Analysis, Description	[1]	Increase		Increase
Fair Value Measurements, Significant Assumptions		Equity volatility		Equity volatility
Long [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 8,000,000	[2]	$ 22,000,000
Fair Value Measurements, Valuation Techniques		Option model		Option model
Fair Value Measurements, Sensitivity Analysis, Description	[1]	Increase		Increase
Fair Value Measurements, Significant Assumptions		Interest rate volatility		Interest rate volatility
Minimum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Unobservable Swap Curve		3.00%		3.00%
Minimum [Member] | US GMWB Hedging Instruments [Member] | Variance Swap [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		19.00%
Minimum [Member] | US GMWB Hedging Instruments [Member] | Equity Option [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		27.00%		22.00%
Minimum [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		10.00%		10.00%
Minimum [Member] | US Macro Hedge Program [Member] | Equity Option [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		14.00%		27.00%
Minimum [Member] | Long [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		1.00%		1.00%
Maximum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Unobservable Swap Curve		3.00%		3.00%
Maximum [Member] | US GMWB Hedging Instruments [Member] | Variance Swap [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		21.00%
Maximum [Member] | US GMWB Hedging Instruments [Member] | Equity Option [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		29.00%		34.00%
Maximum [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		40.00%		40.00%
Maximum [Member] | US Macro Hedge Program [Member] | Equity Option [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		28.00%		28.00%
Maximum [Member] | Long [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Assumptions, Expected Volatility Rate		2.00%		1.00%
US Treasury Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount		$ 1,900,000,000		$ 2,500,000,000

[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.

[2] The swaptions presented are purchased options that have the right to enter into a pay-fixed swap.