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Derivatives Variable Annuity Reinsurance Liabilities and Derivative Instruments (Details) $ in Millions, ¥ in Billions | 3 Months Ended | 9 Months Ended |  |
--- | --- | --- | --- | ---
Sep. 30, 2015 USD ($) | Sep. 30, 2014 USD ($) | Sep. 30, 2015 USD ($) | Sep. 30, 2014 USD ($) | Sep. 30, 2015 JPY (¥) | Dec. 31, 2014 USD ($) | Dec. 31, 2014 JPY (¥)
Changes in derivative instruments |  |  |  |  |  |  |
Collective account values of underlying variable annuities as a percentage of the guarantee value |  |  |  |  |  | 113.00% | 113.00%
White Mountains Life Re |  |  |  |  |  |  |
Variable Annuity Reinsurance [Line Items] |  |  |  |  |  |  |
Notional amount | $ 600.0 |  | $ 600.0 |  | ¥ 76.3 | $ 1,100.0 | ¥ 134.2
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |
Changes in derivative instruments |  |  |  |  |  |  |
Beginning of period | 35.7 | $ 74.8 | 56.4 | $ 69.2 |  |  |
Purchases |  | 0.0 |  | 0.0 |  |  |
Realized and unrealized gains (losses) | 1.5 | (23.8) | (6.3) | (56.5) |  |  |
Transfers in | 0.0 | 0.0 | 0.0 | 0.0 |  |  |
Sales/settlements | (0.2) | 14.3 | (13.1) | 52.6 |  |  |
End of period | 37.0 | 65.3 | 37.0 | 65.3 |  |  |
Change in fair value of variable annuity death benefit liabilities, included in other general and administrative expenses | $ 0.0 | 0.2 | $ 0.0 | 0.6 |  |  |
Collective account values of underlying variable annuities as a percentage of the guarantee value | 107.00% |  | 107.00% |  | 107.00% |  |
White Mountains Life Re | Level 2 Inputs |  |  |  |  |  |  |
Variable Annuity Reinsurance [Line Items] |  |  |  |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | $ 0.0 |  | $ 0.0 |  |  |  |
Changes in derivative instruments |  |  |  |  |  |  |
Beginning of period | 32.5 | 22.3 | 33.8 | 4.7 |  |  |
Purchases |  | 0.0 |  | 0.0 |  |  |
Realized and unrealized gains (losses) | 3.2 | (19.8) | (2.7) | (42.1) |  |  |
Transfers in | 0.0 | 0.0 | 0.0 | 0.0 |  |  |
Sales/settlements | (7.8) | 22.5 | (3.2) | 62.4 |  |  |
End of period | 27.9 | 25.0 | 27.9 | 25.0 |  |  |
White Mountains Life Re | Level 1 Inputs |  |  |  |  |  |  |
Variable Annuity Reinsurance [Line Items] |  |  |  |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |
Changes in derivative instruments |  |  |  |  |  |  |
Beginning of period | (5.1) | (0.8) | 3.7 | 1.1 |  |  |
Purchases |  | 0.0 |  | 0.0 |  |  |
Realized and unrealized gains (losses) | (5.1) | 13.4 | 1.9 | 13.1 |  |  |
Transfers in | 0.0 | 0.0 | 0.0 | 0.0 |  |  |
Sales/settlements | 8.1 | (8.2) | (7.7) | (9.8) |  |  |
End of period | (2.1) | 4.4 | (2.1) | 4.4 |  |  |
Variable Annuity | White Mountains Life Re | Level 3 Inputs |  |  |  |  |  |  |
Variable Annuity Reinsurance [Line Items] |  |  |  |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |
Changes in derivative instruments |  |  |  |  |  |  |
Beginning balance | 1.8 | (31.8) | 0.7 | (52.8) |  |  |
Realized and unrealized gains (losses) | (2.8) | 20.1 | (1.7) | 41.1 |  |  |
Transfers in | 0.0 | 0.0 | 0.0 | 0.0 |  |  |
Sales/settlements | 0.0 | 0.0 | 0.0 | 0.0 |  |  |
Ending balance | (1.0) | (11.7) | (1.0) | (11.7) |  |  |
Purchases |  | 0.0 |  | 0.0 |  |  |
Derivative [Member] | White Mountains Life Re | Level 3 Inputs |  |  |  |  |  |  |
Variable Annuity Reinsurance [Line Items] |  |  |  |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |
Changes in derivative instruments |  |  |  |  |  |  |
Beginning of period | 8.3 | 53.3 | 18.9 | 63.4 |  |  |
Purchases |  | 0.0 |  | 0.0 |  |  |
Realized and unrealized gains (losses) | 3.4 | (17.4) | (5.5) | (27.5) |  |  |
Transfers in | 0.0 | 0.0 | 0.0 | 0.0 |  |  |
Sales/settlements | (0.5) | 0.0 | (2.2) | 0.0 |  |  |
End of period | $ 11.2 | $ 35.9 | $ 11.2 | $ 35.9 |  |  |

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