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Derivatives (Level 3 Derivative Instruments) (Details) (White Mountains Life Re, USD $) In Millions, unless otherwise specified | 9 Months Ended
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Sep. 30, 2014
Discounted cash flows |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 11.7
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) | 5.90%
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 | 15.4
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) | 2.60%
Equity Index Options | Counterparty valuations |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 20.5
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) | 3.20%
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) | 10.30%
Index volatilities (as a percent) | 18.30%
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) | 13.00%
Index volatilities (as a percent) | 21.00%
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) | 10.90%
Index volatilities (as a percent) | 20.30%
Year Two | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.10%
Foreign exchange volatilities (as a percent) | 10.60%
Index volatilities (as a percent) | 18.20%
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) | 12.60%
Index volatilities (as a percent) | 21.10%
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) | 11.40%
Index volatilities (as a percent) | 20.30%

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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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