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Derivatives (Level 3 Derivative Instruments) (Details) (White Mountains Life Re, USD $) In Millions, unless otherwise specified | 12 Months Ended
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Dec. 31, 2013
Equity Index Options |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 30.8
Equity Index Options | Black-Scholes option pricing model | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Adjustment to counterparty valuations | 0.50%
Equity Index Options | Black-Scholes option pricing model | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Adjustment to counterparty valuations | 9.70%
Equity Index Options | Black-Scholes option pricing model | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Adjustment to counterparty valuations | 3.40%
Variable annuity benefit guarantee liabilities |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | 52.8
Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Mortality | 0.00%
Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Mortality | 5.30%
Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Mortality | 1.00%
Foreign Exchange Options |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 32.6
Foreign Exchange Options | Black-Scholes option pricing model | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities | (1.20%)
Foreign Exchange Options | Black-Scholes option pricing model | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities | 8.00%
Foreign Exchange Options | Black-Scholes option pricing model | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities | 2.40%
Year Three and Thereafter [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 0.10%
Foreign exchange volatilities | 13.50%
Index volatilities | 18.90%
Year Three and Thereafter [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 14.00%
Foreign exchange volatilities | 16.30%
Index volatilities | 21.90%
Year Three and Thereafter [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 6.20%
Foreign exchange volatilities | 14.30%
Index volatilities | 21.90%
Year Two [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 0.20%
Foreign exchange volatilities | 12.90%
Index volatilities | 17.60%
Year Two [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 32.00%
Foreign exchange volatilities | 15.00%
Index volatilities | 20.10%
Year Two [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 15.80%
Foreign exchange volatilities | 13.70%
Index volatilities | 19.40%
Year One [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 0.30%
Foreign exchange volatilities | 11.60%
Index volatilities | 16.40%
Year One [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 30.00%
Foreign exchange volatilities | 14.00%
Index volatilities | 19.50%
Year One [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders | 21.00%
Foreign exchange volatilities | 12.50%
Index volatilities | 17.90%

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- Definition Fair value of financial and nonfinancial obligations. + 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=25499696&loc=d3e19207-110258 + 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 Significant unobservable inputs for equity index options + References No definition available. + Details
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