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Fair Value of Assets and Liabilities (Quantiative Info for Level 3 Inputs) (Details) (USD $)
In Thousands, unless otherwise specified
 12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Fair Value Quantiative Information [Line Items]    
Fixed maturities, available for sale, at fair value 2,800,593us-gaap_AvailableForSaleSecuritiesDebtSecurities 3,264,216us-gaap_AvailableForSaleSecuritiesDebtSecurities [1]
Fair Value, Inputs, Level 3 [Member]    
Fair Value Quantiative Information [Line Items]    
Reinsurance Recoverables 2,996,154cik881453_QuantitativeInfoReinsuranceRecoverables
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 748,005cik881453_QuantitativeInfoReinsuranceRecoverables
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Future policy benefits 3,112,411cik881453_FairValueLiabilityMeasuredOnRecurringBasisLiabilityForFuturePolicyBenefits
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 778,226cik881453_FairValueLiabilityMeasuredOnRecurringBasisLiabilityForFuturePolicyBenefits
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Maximum [Member]    
Fair Value Quantiative Information [Line Items]    
Discount Rate 11.75%us-gaap_FairValueInputsDiscountRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 12.06%us-gaap_FairValueInputsDiscountRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
Volatility Curve 28.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 28.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
Lapse Rate 14.00%cik881453_FairValueInputsLapseRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [2] 11.00%cik881453_FairValueInputsLapseRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [2]
NPR Spread 1.30%cik881453_FairValueInputsNprSpread
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [3] 1.09%cik881453_FairValueInputsNprSpread
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [3]
Utilization Rate 95.00%cik881453_FairValueInputsUtilizationRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [4] 94.00%cik881453_FairValueInputsUtilizationRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [4]
Withdrawal Rate 100.00%cik881453_FairValueInputsWithdrawalRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [5] 100.00%cik881453_FairValueInputsWithdrawalRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [5]
Mortality Rate 14.00%cik881453_FairValueInputsMortalityRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [6] 13.00%cik881453_FairValueInputsMortalityRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember		 [6]
Minimum [Member]    
Fair Value Quantiative Information [Line Items]    
Discount Rate 3.55%us-gaap_FairValueInputsDiscountRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 3.73%us-gaap_FairValueInputsDiscountRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Volatility Curve 17.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 15.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Lapse Rate 0.00%cik881453_FairValueInputsLapseRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [2] 0.00%cik881453_FairValueInputsLapseRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [2]
NPR Spread 0.00%cik881453_FairValueInputsNprSpread
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [3] 0.08%cik881453_FairValueInputsNprSpread
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [3]
Utilization Rate 63.00%cik881453_FairValueInputsUtilizationRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [4] 70.00%cik881453_FairValueInputsUtilizationRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [4]
Withdrawal Rate 74.00%cik881453_FairValueInputsWithdrawalRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [5] 86.00%cik881453_FairValueInputsWithdrawalRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [5]
Mortality Rate 0.00%cik881453_FairValueInputsMortalityRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [6] 0.00%cik881453_FairValueInputsMortalityRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember		 [6]
Weighted Average[ Member]    
Fair Value Quantiative Information [Line Items]    
Discount Rate 3.96%us-gaap_FairValueInputsDiscountRate
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember		 3.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value Quantiative Information [Line Items]    
Fixed maturities, available for sale, at fair value 99,209us-gaap_AvailableForSaleSecuritiesDebtSecurities
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CorporateDebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 94,730us-gaap_AvailableForSaleSecuritiesDebtSecurities
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CorporateDebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Future Policy Benefits [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value Quantiative Information [Line Items]    
Future policy benefits 3,112,411cik881453_FairValueLiabilityMeasuredOnRecurringBasisLiabilityForFuturePolicyBenefits
/ us-gaap_FairValueByAssetClassAxis
= cik881453_FuturePolicyBenefitsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 [7] 778,226cik881453_FairValueLiabilityMeasuredOnRecurringBasisLiabilityForFuturePolicyBenefits
/ us-gaap_FairValueByAssetClassAxis
= cik881453_FuturePolicyBenefitsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 [7]
[1] Prior period’s amounts are presented on a basis consistent with the current period presentation.
[2] Lapse rates are adjusted at the contract level based on a the in-the-moneyness of the living benefit, and reflect other factors, such as the applicability of any surrender charges. Lapse rates are reduced when contracts are more in-the-money. 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. The NPR spread reflects the financial strength ratings of the Company and its affiliates, as these are insurance liabilities and senior to debt. The additional spread over LIBOR is determined by utilizing the credit spreads associated with issuing funding agreements 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 utilize the benefit. Utilization assumptions may vary by product type, tax status, and age. The impact of changes in these assumptions is highly dependent on the product type, the 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. These assumptions may vary based on the product type, contractholder, age, tax status, and withdrawal timing. 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.
[7] Future policy benefits primarily represent general account liabilities for the optional living benefit features of the Company’s variable annuity contracts which are accounted for as embedded derivatives. Since the valuation methodology for these liabilities uses a range of inputs that vary at the contract level over the cash flow projection period, presenting a range, rather than weighted average, is a more meaningful representation of the unobservable inputs used in the valuation.