Investments and Derivative Instruments (Details Textuals 3) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Additional Investments and Derivative Instruments (Textuals) [Abstract]
Projected loss contingency for loans with an LTV ratio			90% or greater
Gross gains and losses on sales and impairments previously reported as unrealized losses in AOCI	$ 140,000,000	$ 141,000,000	$ 13,000,000	$ 10,000,000
Proceed from sale of AFS securities	10,100,000,000	16,000,000,000	17,500,000,000	22,100,000,000
Number of securities included in AFS securities in an unrealized loss position, primarily related to municipal securities	2,615		2,615
Percentage of gross unrealized losses depressed	83.00%		83.00%
Securities Depressed to Cost or Amortized Cost Lower Limit	20.00%		20.00%
Carrying value of mortgage loans associated with the valuation allowance	1,000,000,000		1,000,000,000
Current weighted average loan to value ratio of commercial mortgage loan	71.00%		71.00%
Original weighted average loan to value ratio of commercial mortgage loan	64.00%		64.00%
Avg. Debt-Service Coverage Ratio	1.88		1.88
Valuation allowance of loans of five delinquent commercial mortgage loans, both past due by 90 days or more	66,000,000		66,000,000
Notional amount of interest rate swaps in offsetting relationships	7,100,000,000		7,100,000,000		7,100,000,000
Decline in notional amount of product derivative as a result of policyholder lapses and withdrawals			0
Total decrease in macro hedge notional amount			7,500,000,000
Net increase in notional amount of interest rate contracts			3,100,000,000
Increase in notional amount of non qualifying interest rate contract			1,100,000,000
Deferred net gains on derivative instruments before tax to be reclassified to earnings during next twelve months			107,000,000
Maximum term over for hedging exposure to variability of future cash flows			2 years
Maximum amount of net reclassifications from AOCI to earnings		1,000,000		1,000,000
Amount of standard market indices of diversified portfolios of corporate issuers	3,700,000,000		3,700,000,000		3,900,000,000
Net notional amount of investment hedge instruments	1,700,000,000		1,700,000,000		1,700,000,000
Amount of customized diversified portfolios of corporate issuers	$ 553,000,000		$ 553,000,000		$ 542,000,000

Additional investments and derivative instruments.

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Amount of customized diversified portfolios of corporate issuers.

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Amount of standard market indices of diversified portfolios of corporate issuers.

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Available For Sale Securities Mortgage Loans Average Debt Service Coverage Ratio.

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Carrying value of mortgage loans associated with the valuation allowance.

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Current weighted average loan to value ratio of commercial mortgage loan.

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Decline in product derivative notional policyholder lapses and withdrawals.

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Total decrease in macro hedge notional amount.

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Gross gains and losses on sales and impairments reported in AOCI.

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Increase in notional amount of non qualifying interest rate contract.

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Maximum gain loss on discontinuation of cash flow hedge due to forecasted transaction probable of not occurring net.

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Maximum term over for hedging exposure to variability of future cash flows.

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Net increase in notional amount.

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Number Of Securities Included In Afs Securities In Unrealized Loss Position.

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Original weighted average loan to value ratio of commercial mortgage loan.

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Percentage Of gross unrealized losses Depressed Less Than Twenty Percent Of Cost Or Amortized Cost.

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Projected loss contingency for loans with an LTV ratio.

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Securities Depressed To Cost Or Amortized Cost Lower Limit.

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Valuation Allowance Of Loans Of Five Delinquent Commercial Mortgage Loans Both Past Due By Ninety Days Or More.

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The estimated net amount of existing gains (losses) on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in fair value hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Aggregate notional amount of all derivatives designated as a hedge of a net investment in a foreign operation. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

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The cash inflow associated with the sale of debt and equity securities classified as available-for-sale securities.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
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Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
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-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 95
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