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Derivatives (Level 3 Derivative Instruments) (Details) (White Mountains Life Re, USD $) In Millions, unless otherwise specified | 6 Months Ended
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Jun. 30, 2014
Discounted cash flows |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 31.8
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) | 5.90%
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 Option [Member] | Counterparty valuations |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | 28.0
Foreign Exchange Options | Counterparty valuations | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | (1.20%)
Foreign Exchange Options | Counterparty valuations | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 8.00%
Foreign Exchange Options | Counterparty valuations | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 2.50%
Equity Index Options | Counterparty valuations |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 25.3
Equity Index Options | Counterparty valuations | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | 0.50%
Equity Index Options | Counterparty valuations | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | 9.70%
Equity Index Options | Counterparty valuations | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | 3.40%
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.20%
Foreign exchange volatilities (as a percent) | 8.40%
Index volatilities (as a percent) | 15.40%
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 32.00%
Foreign exchange volatilities (as a percent) | 10.50%
Index volatilities (as a percent) | 18.40%
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) | 26.00%
Foreign exchange volatilities (as a percent) | 8.90%
Index volatilities (as a percent) | 17.00%
Year Two | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.10%
Foreign exchange volatilities (as a percent) | 10.00%
Index volatilities (as a percent) | 16.90%
Year Two | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 14.00%
Foreign exchange volatilities (as a percent) | 11.80%
Index volatilities (as a percent) | 19.70%
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) | 7.20%
Foreign exchange volatilities (as a percent) | 10.50%
Index volatilities (as a percent) | 18.20%

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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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