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v2.4.1.9

Derivatives (Variable Annuity Reinsurance Liabilities and Derivative Instruments (Details) (White Mountains Life Re, USD $) In Millions, unless otherwise specified | 3 Months Ended
--- | ---
Mar. 31, 2015 | Mar. 31, 2014
Changes in derivative instruments |  |
Beginning balance | $ 56.4 us-gaap_DerivativeFairValueOfDerivativeNet | $ 69.2 us-gaap_DerivativeFairValueOfDerivativeNet
Purchases | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases
Realized and unrealized gains (losses) | (5.5)us-gaap_DerivativeGainLossOnDerivativeNet | (6.6)us-gaap_DerivativeGainLossOnDerivativeNet
Transfers in | 0 wtm_DerivativeTransfersInOutNet | 0 wtm_DerivativeTransfersInOutNet
Sales/settlements | 3.9 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements | (27.0)wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements
Ending balance | 47.0 us-gaap_DerivativeFairValueOfDerivativeNet | 89.6 us-gaap_DerivativeFairValueOfDerivativeNet
Change in fair value of variable annuity death benefit liabilities, included in other general and administrative expenses | 0 wtm_GainLossOnLiabilityForDeathBenefit | 0 wtm_GainLossOnLiabilityForDeathBenefit
Level 2 Inputs |  |
Changes in derivative instruments |  |
Beginning balance | 33.8 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 4.7 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Purchases | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Realized and unrealized gains (losses) | (6.5)us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | (7.1)us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Transfers in | 0 wtm_DerivativeTransfersInOutNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_DerivativeTransfersInOutNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Sales/settlements | (3.9)wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | (27.5)wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Ending balance | 31.2 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 25.1 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel2Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Level 1 Inputs |  |
Changes in derivative instruments |  |
Beginning balance | 3.7 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 1.1 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Purchases | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Realized and unrealized gains (losses) | 1.6 us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | (0.2)us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Transfers in | 0 wtm_DerivativeTransfersInOutNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_DerivativeTransfersInOutNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Sales/settlements | 6.5 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0.5 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Ending balance | (1.2)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0.4 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel1Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Variable Annuity | Level 3 Inputs |  |
Changes in derivative instruments |  |
Beginning balance | 0.7 us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | (52.8)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Realized and unrealized gains (losses) | 0.4 us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityGainLossIncludedInEarnings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | (1.3)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityGainLossIncludedInEarnings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Transfers in | 0 wtm_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfers / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfers / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Sales/settlements | 0 wtm_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySalesOrSettlements / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySalesOrSettlements / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Ending balance | 1.1 us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | (54.1)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Purchases | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_VariableAnnuityMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Derivative [Member] | Level 3 Inputs |  |
Changes in derivative instruments |  |
Beginning balance | 18.9 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 63.4 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Purchases | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetPurchases / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Realized and unrealized gains (losses) | (0.6)us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0.7 us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Transfers in | 0 wtm_DerivativeTransfersInOutNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_DerivativeTransfersInOutNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Sales/settlements | 1.3 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | 0 wtm_FairValueDerivativesMeasuredOnRecurringBasisAssetSalesAndSettlements / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember
Ending balance | $ 17.0 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember | $ 64.1 us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_DerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / dei_LegalEntityAxis = wtm_WhiteMountainsLifeReMember

X
- Definition Fair value of the assets less the liabilities of a derivative or group of derivatives. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13433-108611 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 15 -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13495-108611 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958 + Details
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- Definition Amount of increase (decrease) in the fair value of derivatives recognized in the income statement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (a),(c),(d),(e) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 + Details
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- Definition Amount of gain (loss) recognized on the income statement for financial instrument classified as a liability measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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 (c)(1) -URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258 + Details
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- Definition Fair value of financial instrument classified as a liability measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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 (c) -URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258 + Details
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- Definition Derivative Transfers In (Out), Net + References No definition available. + Details
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- Definition Purchases that have taken place during the period in relation to derivative assets measured at fair value on a recurring basis. + References No definition available. + Details
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- Definition Sales and settlements that have taken place during the period in relation to derivative assets measured at fair value on a recurring basis. + References No definition available. + Details
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- Definition Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers + References No definition available. + Details
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- Definition Sales or settlements that have taken place during the period in relation to liabilities measured at fair value and categorized within Level 3 of the fair value hierarchy. + References No definition available. + Details
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- Definition Net increase or decrease in the fair value of the variable annuity death benefit liabilities included in earnings. + References No definition available. + Details
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