XML 69 R60.htm IDEA: XBRL DOCUMENT v2.4.0.6
Fair Value Disclosures (Details 1) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2012
Discounted Cash Flow [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Reinsurance ceded receivable - embedded derivatives $ 3,514
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities 772,939
Interest-sensitive contract liabilities - embedded derivatives - variable annuities 130,343
Discounted Cash Flow [Member] | Mortality [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Reinsurance ceded receivable - embedded derivatives Unobservable Input Range 0.00%
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 0.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 0.00%
Discounted Cash Flow [Member] | Mortality [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Reinsurance ceded receivable - embedded derivatives Unobservable Input Range 100.00%
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 100.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 100.00%
Discounted Cash Flow [Member] | Mortality [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Reinsurance ceded receivable - embedded derivatives Unobservable Input Range 8.00%
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 1.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 1.00%
Discounted Cash Flow [Member] | Lapse [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Reinsurance ceded receivable - embedded derivatives Unobservable Input Range 14.00%
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 0.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 0.00%
Discounted Cash Flow [Member] | Lapse [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Reinsurance ceded receivable - embedded derivatives Unobservable Input Range 16.00%
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 35.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 25.00%
Discounted Cash Flow [Member] | Lapse [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Reinsurance ceded receivable - embedded derivatives Unobservable Input Range 15.00%
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 4.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 5.00%
Discounted Cash Flow [Member] | Withdrawal [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 0.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 0.00%
Discounted Cash Flow [Member] | Withdrawal [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 5.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 7.00%
Discounted Cash Flow [Member] | Withdrawal [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 4.00%
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 4.00%
Discounted Cash Flow [Member] | Own Credit [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 0.00%
Discounted Cash Flow [Member] | Own Credit [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 1.00%
Discounted Cash Flow [Member] | Own Credit [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 1.00%
Discounted Cash Flow [Member] | Option Budget Projection [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 2.00%
Discounted Cash Flow [Member] | Option Budget Projection [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 4.00%
Discounted Cash Flow [Member] | Option Budget Projection [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - indexed annuities Unobservable Input Range 3.00%
Discounted Cash Flow [Member] | Long Term Volatility [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 0.00%
Discounted Cash Flow [Member] | Long Term Volatility [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 27.00%
Discounted Cash Flow [Member] | Long Term Volatility [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Interest-sensitive contract liabilities - embedded derivatives - variable annuities Unobservable Input Range 16.00%
Total Return Swap [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives (370,884)
Total Return Swap [Member] | Mortality [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 0.00%
Total Return Swap [Member] | Mortality [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 100.00%
Total Return Swap [Member] | Mortality [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 1.00%
Total Return Swap [Member] | Lapse [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 0.00%
Total Return Swap [Member] | Lapse [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 35.00%
Total Return Swap [Member] | Lapse [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 4.00%
Total Return Swap [Member] | Withdrawal [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 0.00%
Total Return Swap [Member] | Withdrawal [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 5.00%
Total Return Swap [Member] | Withdrawal [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 4.00%
Total Return Swap [Member] | Own Credit [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 0.00%
Total Return Swap [Member] | Own Credit [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 1.00%
Total Return Swap [Member] | Own Credit [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 0.00%
Total Return Swap [Member] | Crediting Rate [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 2.00%
Total Return Swap [Member] | Crediting Rate [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 4.00%
Total Return Swap [Member] | Crediting Rate [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Funds withheld at interest - embedded derivatives Unobservable Input Range 3.00%
Market Comparable Securities [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
State And Political Subdivision Securities 5,239
Corporate Securities 20,101
Market Comparable Securities [Member] | Liquidity Premium [Member] | Minimum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
State And Political Subdivision Securities Unobservable Input Range 1.00%
Corporate Securities Unobservable Input Range 1.00%
Market Comparable Securities [Member] | Liquidity Premium [Member] | Maximum [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
State And Political Subdivision Securities Unobservable Input Range 1.00%
Corporate Securities Unobservable Input Range 2.00%
Market Comparable Securities [Member] | Liquidity Premium [Member] | Weighted Average [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
State And Political Subdivision Securities Unobservable Input Range 1.00%
Corporate Securities Unobservable Input Range 2.00%
Net Asset Value [Member]
 
Unobservable Inputs Used In Level 3 Fair Value Measurements [Line Items]  
Private Equity Securities $ 9,852