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Derivatives (Level 3 Derivative Instruments) (Details) (USD $) In Millions, unless otherwise specified | 9 Months Ended
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Sep. 30, 2012
Variable annuity benefit guarantee liabilities |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | 672.4
Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.10%
Mortality (as a percent) | 0.00%
Foreign exchange volatilities (as a percent) | 10.80%
Index volatilities (as a percent) | 13.10%
Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 3.00%
Mortality (as a percent) | 6.40%
Foreign exchange volatilities (as a percent) | 17.40%
Index volatilities (as a percent) | 23.90%
Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.40%
Mortality (as a percent) | 0.90%
Foreign exchange volatilities (as a percent) | 12.80%
Index volatilities (as a percent) | 19.50%
Foreign exchange and equity index options |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | 213.0
Foreign exchange and equity index options | Black-Scholes option pricing model | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 10.80%
Expected equity dividends (as a percent) | 1.90%
Index volatilities (as a percent) | 13.10%
Foreign exchange and equity index options | Black-Scholes option pricing model | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 17.40%
Expected equity dividends (as a percent) | 5.20%
Index volatilities (as a percent) | 23.90%
Foreign exchange and equity index options | Black-Scholes option pricing model | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 12.80%
Expected equity dividends (as a percent) | 3.10%
Index volatilities (as a percent) | 19.50%

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- Definition This element represents the aggregate of the liabilities reported on the balance sheet at period end measured at fair value by the entity. This element is intended to be used in connection with the fair value disclosures required in the footnote disclosures to the financial statements. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=7578670&loc=d3e19207-110258 + Details
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- Definition Represents the expected equity dividends, used as an input to measure fair value. + References No definition available. + Details
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- Definition Represents the foreign exchange volatilities, used as an input to measure fair value. + References No definition available. + Details
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- Definition Represents the index volatilities, used as an input to measure fair value. + References No definition available. + Details
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- Definition Represents the mortality, used as an input to measure fair value. + References No definition available. + Details
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- Definition Represents the surrenders, used as an input to measure fair value. + References No definition available. + Details
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