Fair Value of Assets and Liabilities (Quantiative Info for Level 3 Inputs) (Details) (USD $) In Thousands, unless otherwise specified				12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2012 Fair Value, Inputs, Level 3 [Member]	Dec. 31, 2012 Maximum [Member]		Dec. 31, 2012 Minimum [Member]		Dec. 31, 2012 Weighted Average[ Member]		Dec. 31, 2012 Corporate Debt Securities [Member] Fair Value, Inputs, Level 3 [Member]	Dec. 31, 2012 Future Policy Benefits [Member] Fair Value, Inputs, Level 3 [Member]
Fair Value Quantiative Information [Line Items]
Discount Rate				17.50%	[1]	3.27%	[1]	3.74%	[1]
Volatility Curve				34.00%	[1]	19.00%	[1]
Call Price				100.00%	[1]	100.00%	[1]	100.00%	[1]
Lapse Rate				14.00%	[1],[2]	0.00%	[1],[2]
NPR Spread				1.60%	[1],[3]	0.20%	[1],[3]
Utilization Rate				94.00%	[1],[4]	70.00%	[1],[4]
Withdrawal Rate				100.00%	[1],[5]	85.00%	[1],[5]
Mortality Rate				13.00%	[1],[6]	0.00%	[1],[6]
Fixed maturities, available for sale, at fair value	$ 4,203,450	$ 5,273,767								$ 92,263
Reinsurance Recoverables			1,732,094
Future policy benefits			$ 1,793,137								$ 1,793,137

[1] Conversely, the impact of a decrease in input would have the opposite impact for the fair value as that presented in the table.

[2] Base lapse rates are adjusted at the contract level based on a comparison of the actuarially calculated guaranteed amount and the current policyholder account value as well as other factors, such as the applicability of any surrender charges. A dynamic lapse adjustment reduces the base lapse rate when the guaranteed amount is greater than the account value, as in-the-money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower for the period where surrender charges apply.

[3] To reflect NPR, the Company incorporates an additional spread over LIBOR into the discount rate used in the valuation of individual living benefit contracts in a liability position and generally not to those in a contra-liability position. In determining the NPR spread, the Company believes it appropriate to reflect the financial strength ratings of the Company as these are insurance liabilities and senior to debt. The additional spread over LIBOR is determined taking into consideration publicly available information relating to the financial strength of the Company adjusted for any illiquidity risk premium.

[4] The utilization rate assumption estimates the percentage of contracts that will utilize the benefit during the contract duration, and begin lifetime withdrawals at various time intervals from contract inception. The remaining contractholders are assumed to either begin lifetime withdrawals immediately or never utilizing the benefit. These assumptions vary based on the product type, the age of the contractholder, and the age of the contract. The impact of changes in these assumptions is highly dependent on the contract type and age of the contractholder at the time of the sale and the timing of the first lifetime income withdrawal.

[5] The withdrawal rate assumption estimates the magnitude of annual contractholder withdrawals relative to the maximum allowable amount under the contract. The fair value of the liability will generally increase the closer the withdrawal rate is to 100%.

[6] Range reflects the mortality rate for the vast majority of business with living benefits, with policyholders ranging from 35 to 90 years old. While the majority of living benefits have a minimum age requirement, certain benefits do not have an age restriction. This results in contractholders for certain benefits with mortality rates approaching 0%. Based on historical experience, the Company applies a set of age and duration specific mortality rate adjustments compared to standard industry tables. A mortality improvement assumption is also incorporated into the overall mortality table.