XML 54 R73.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivatives (Level 3 Derivative Instruments) (Details) (White Mountains Life Re, USD $)
In Millions, unless otherwise specified
9 Months Ended
Sep. 30, 2013
Variable annuity benefit guarantee liabilities
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Fair value Liabilities $ 143.7
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) 1.00%
Foreign Exchange Options
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Fair value Liabilities 57.8
Foreign Exchange Options | Counterparty valuations [Member] | Minimum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Foreign exchange volatilities (as a percent) 0.10%
Foreign Exchange Options | Counterparty valuations [Member] | Maximum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Foreign exchange volatilities (as a percent) 3.20%
Foreign Exchange Options | Counterparty valuations [Member] | 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 $ 44.6
Equity Index Options | Counterparty valuations [Member] | Minimum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Expected equity dividends (as a percent) 1.70%
Equity Index Options | Counterparty valuations [Member] | Maximum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Expected equity dividends (as a percent) 3.00%
Equity Index Options | Counterparty valuations [Member] | Weighted Average
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Expected equity dividends (as a percent) 2.60%
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) 15.60%
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders (as a percent) 10.80%
Foreign exchange volatilities (as a percent) 13.50%
Index volatilities (as a percent) 19.60%
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) 2.40%
Foreign exchange volatilities (as a percent) 12.00%
Index volatilities (as a percent) 16.60%
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) 12.30%
Index volatilities (as a percent) 17.60%
Year Two | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders (as a percent) 8.70%
Foreign exchange volatilities (as a percent) 14.50%
Index volatilities (as a percent) 21.40%
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) 2.60%
Foreign exchange volatilities (as a percent) 13.20%
Index volatilities (as a percent) 19.00%
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) 13.80%
Index volatilities (as a percent) 19.60%
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) 6.60%
Foreign exchange volatilities (as a percent) 17.60%
Index volatilities (as a percent) 22.40%
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) 1.90%
Foreign exchange volatilities (as a percent) 14.70%
Index volatilities (as a percent) 21.30%