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Derivative Financial Instruments - Additional Information (Detail) (USD $) In Millions, unless otherwise specified | 12 Months Ended |
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Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012 | Dec. 31, 2015 | Dec. 31, 2011
Derivative |  |  |  |  |
Credit Exposure on Derivatives | 13.6 |  |  |  |
Cash collateral from counterparties | $ 15.4 us-gaap_DerivativeCollateralObligationToReturnCash | $ 1.1 us-gaap_DerivativeCollateralObligationToReturnCash |  |  |
Carrying value of fixed maturity securities posted as collateral to our counterparties | 67.0 us-gaap_AvailableForSaleSecuritiesPledgedAsCollateral | 95.6 us-gaap_AvailableForSaleSecuritiesPledgedAsCollateral |  |  |
Cash Collateral to counterparties | 0 us-gaap_DerivativeCollateralRightToReclaimCash | 0 us-gaap_DerivativeCollateralRightToReclaimCash |  |  |
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position | 92.9 us-gaap_DerivativeNetLiabilityPositionAggregateFairValue | 135.6 us-gaap_DerivativeNetLiabilityPositionAggregateFairValue |  |  |
Notional Amount of Derivatives | 1,687.4 invest_DerivativeNotionalAmount | 1,477.4 invest_DerivativeNotionalAmount | 1,432.8 invest_DerivativeNotionalAmount |  | 1,413.0 invest_DerivativeNotionalAmount
Gross Derivative Liability | (92.9)us-gaap_DerivativeFairValueOfDerivativeLiability | (135.6)us-gaap_DerivativeFairValueOfDerivativeLiability |  |  |
Additions | 318.1 unm_NotionalAmountOfDerivativesAdditions | 291.0 unm_NotionalAmountOfDerivativesAdditions | 336.0 unm_NotionalAmountOfDerivativesAdditions |  |
Notional Amount Of Derivatives Terminations | 108.1 unm_NotionalAmountOfDerivativesTerminations | 246.4 unm_NotionalAmountOfDerivativesTerminations | 316.2 unm_NotionalAmountOfDerivativesTerminations |  |
Material Ineffectiveness on Cash Flow Hedges | 0 us-gaap_GainOnCashFlowHedgeIneffectiveness | 0 us-gaap_GainOnCashFlowHedgeIneffectiveness | 0 us-gaap_GainOnCashFlowHedgeIneffectiveness |  |
Gain from Components Excluded from Assessment of Cash Flow Hedge Effectiveness | 0 us-gaap_GainLossFromComponentsExcludedFromAssessmentOfCashFlowHedgeEffectivenessNet | 0 us-gaap_GainLossFromComponentsExcludedFromAssessmentOfCashFlowHedgeEffectivenessNet | 0 us-gaap_GainLossFromComponentsExcludedFromAssessmentOfCashFlowHedgeEffectivenessNet |  |
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months | 50.2 us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths |  |  |  |
Material Ineffectiveness on Fair Value Hedges | 0 us-gaap_GainOnFairValueHedgeIneffectiveness | 0 us-gaap_GainOnFairValueHedgeIneffectiveness | 0 us-gaap_GainOnFairValueHedgeIneffectiveness |  |
Gain (Loss) from Components Excluded from Assessment of Fair Value Hedge Effectiveness, Net | 0 us-gaap_GainLossFromComponentsExcludedFromAssessmentOfFairValueHedgeEffectivenessNet | 0 us-gaap_GainLossFromComponentsExcludedFromAssessmentOfFairValueHedgeEffectivenessNet | 0 us-gaap_GainLossFromComponentsExcludedFromAssessmentOfFairValueHedgeEffectivenessNet |  |
Discontinued Hedge Accounting Due to Instrument No Longer Qualifying as FV Hedge | 0 us-gaap_GainLossFromHedgedFirmCommitmentNotQualifyingAsFairValueHedgeNet |  |  |  |
Novated Foreign Currency Interest Rate Swap |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 97.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = unm_NovatedForeignCurrencyInterestRateSwapMember |  |  |  |
Gross Derivative Liability | (29.5)us-gaap_DerivativeFairValueOfDerivativeLiability / us-gaap_DerivativeInstrumentRiskAxis = unm_NovatedForeignCurrencyInterestRateSwapMember |  |  |  |
Foreign Exchange Contracts |  |  |  |  |
Derivative |  |  |  |  |
Hedge Gain Reclassification from AOCI to Earnings | 13.1 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeContractMember |  |  |  |
Receive Variable/Pay Fixed | Swaps |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 150.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember | 150.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember |  |  |
Receive Variable/Pay Fixed | Interest Rate Swaps |  |  |  |  |
Derivative |  |  |  |  |
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments | 5.3 us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1 / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember | 11.5 us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1 / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember | 1.2 us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1 / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveVariablePayFixedMember |  |
Receive Fixed/Pay Variable | Swaps |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 600.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember | 600.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember |  |  |
Receive Fixed/Pay Variable | Interest Rate Swaps |  |  |  |  |
Derivative |  |  |  |  |
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments | (5.5)us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1 / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember | 21.1 us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1 / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember | (6.6)us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1 / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentRiskAxis = unm_DerivativeFinancialInstrumentsReceiveFixedPayVariableMember |  |
Cash Flow Hedging | Interest Rate Swaps |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 618.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember | 630.4 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Notional Amount Of Derivatives Terminations |  | 150.0 unm_NotionalAmountOfDerivativesTerminations / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Cash Flow Hedging | Foreign Currency Swap |  |  |  |  |
Derivative |  |  |  |  |
Additions |  | 150.0 unm_NotionalAmountOfDerivativesAdditions / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CurrencySwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Long-term Debt |  |  |  |  |
Derivative |  |  |  |  |
Hedge Gain Reclassification from AOCI to Earnings | 13.1 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax / us-gaap_ExtinguishmentOfDebtAxis = us-gaap_LongTermDebtMember |  |  |  |
Long-term Debt | Subsequent Event |  |  |  |  |
Derivative |  |  |  |  |
Hedge Gain Reclassification from AOCI to Earnings |  |  |  | 28.4 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax / us-gaap_ExtinguishmentOfDebtAxis = us-gaap_LongTermDebtMember / us-gaap_SubsequentEventTypeAxis = us-gaap_SubsequentEventMember |
Designated as Hedging Instrument | Foreign Currency Swap |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 124.7 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CurrencySwapMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |  |  |
Not Designated as Hedging Instrument | Foreign Currency Swap |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 125.4 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CurrencySwapMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  |  |  |
Credit Default Swaps |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 97.0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember |  |  |  |
Credit Default Swaps | Swaps |  |  |  |  |
Derivative |  |  |  |  |
Notional Amount of Derivatives | 97.0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember | 97.0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember |  | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember
Additions | 0 unm_NotionalAmountOfDerivativesAdditions / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember | 97.0 unm_NotionalAmountOfDerivativesAdditions / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember | 0 unm_NotionalAmountOfDerivativesAdditions / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember |  |
Notional Amount Of Derivatives Terminations | $ 0 unm_NotionalAmountOfDerivativesTerminations / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember | $ 0 unm_NotionalAmountOfDerivativesTerminations / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember | $ 0 unm_NotionalAmountOfDerivativesTerminations / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_CreditDefaultSwapMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember |  |

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition The fair value of available-for-sale securities that serve as collateral for borrowings. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 310 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=35738203&loc=d3e5086-111524 + Details
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- Definition The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + Details
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- Definition Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(1) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
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- Definition Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 13 -URI http://asc.fasb.org/extlink&oid=36459792&loc=SL20226016-175313 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (d)(2) -URI http://asc.fasb.org/extlink&oid=34720828&loc=SL20225862-175312 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=35706170&loc=d3e41678-113959 + Details
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- Definition Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 13 -URI http://asc.fasb.org/extlink&oid=36459792&loc=SL20226016-175313 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (d)(2) -URI http://asc.fasb.org/extlink&oid=34720828&loc=SL20225862-175312 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=35706170&loc=d3e41678-113959 + Details
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- Definition Describes the risk that a counterparty to the derivative instrument will not perform. + References No definition available. + Details
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- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=34720828&loc=SL20225862-175312 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=36459792&loc=SL20226000-175313 + Details
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- Definition The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624258-113959 + Details
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- Definition The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (d)(2) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624171-113959 + Details
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- Definition Net gain (loss) relating to components of the gain (loss) on the fair value hedging instrument excluded from the assessment of fair value hedge effectiveness. Recognized in earnings. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(2) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
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- Definition Amount of net gain (loss) recognized in earnings when a hedged firm commitment no longer qualifies as a fair value hedge. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
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- Definition The gain recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (d)(1) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624171-113959 + Details
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- Definition Amount of gain recognized in the income statement from the hedging ineffectiveness of a fair value hedge. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(1) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
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- Definition Amount before tax of reclassification adjustment from accumulated other comprehensive income of accumulated gain (loss) realized from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's deferred hedging gain (loss). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 15 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e689-108580 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -Subparagraph c -URI http://asc.fasb.org/extlink&oid=35706170&loc=d3e41638-113959 + Details
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