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Derivatives (Level 3 Derivative Instruments) (Details) (White Mountains Life Re, USD $) In Millions, unless otherwise specified | 3 Months Ended
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Mar. 31, 2013
Variable annuity benefit guarantee liabilities |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | 251.6
Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Mortality (as a percent) | 0.00%
Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Mortality (as a percent) | 5.30%
Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Mortality (as a percent) | 0.90%
Foreign Exchange Options |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | 74.2
Foreign Exchange Options | Black-Scholes option pricing model | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | (0.10%)
Foreign Exchange Options | Black-Scholes option pricing model | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | (3.20%)
Foreign Exchange Options | Black-Scholes option pricing model | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | (2.10%)
Equity Index Options |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | 53.2
Equity Index Options | Black-Scholes option pricing model | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | (1.70%)
Equity Index Options | Black-Scholes option pricing model | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | (3.00%)
Equity Index Options | Black-Scholes option pricing model | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | (2.50%)
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.30%
Foreign exchange volatilities (as a percent) | 11.20%
Index volatilities (as a percent) | 11.90%
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 3.00%
Foreign exchange volatilities (as a percent) | 13.30%
Index volatilities (as a percent) | 17.90%
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.70%
Foreign exchange volatilities (as a percent) | 12.20%
Index volatilities (as a percent) | 13.30%
Year Two | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.20%
Foreign exchange volatilities (as a percent) | 11.70%
Index volatilities (as a percent) | 16.50%
Year Two | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 3.00%
Foreign exchange volatilities (as a percent) | 14.00%
Index volatilities (as a percent) | 20.70%
Year Two | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.80%
Foreign exchange volatilities (as a percent) | 12.60%
Index volatilities (as a percent) | 18.00%
Year Three and Thereafter | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.10%
Foreign exchange volatilities (as a percent) | 12.30%
Index volatilities (as a percent) | 18.60%
Year Three and Thereafter | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 3.00%
Foreign exchange volatilities (as a percent) | 14.60%
Index volatilities (as a percent) | 22.30%
Year Three and Thereafter | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.70%
Foreign exchange volatilities (as a percent) | 13.20%
Index volatilities (as a percent) | 20.90%

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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 mortality, used as an input to measure fair value. + References No definition available. + 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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