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Derivatives (Level 3 Derivative Instruments) (Details) - White Mountains Life Re $ in Millions | 9 Months Ended
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Sep. 30, 2015 USD ($)
Discounted cash flows |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 1.0
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) | 6.40%
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 | $ 2.6
Foreign Exchange Option [Member] | Counterparty valuations | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 0.50%
Foreign Exchange Option [Member] | Counterparty valuations | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 11.60%
Foreign Exchange Option [Member] | Counterparty valuations | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | 3.70%
Equity Index Options | Counterparty valuations |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ 8.6
Equity Index Options | Counterparty valuations | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | (0.70%)
Equity Index Options | Counterparty valuations | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | 6.50%
Equity Index Options | Counterparty valuations | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | 2.00%
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 0.10%
Foreign exchange volatilities (as a percent) | 11.60%
Index volatilities (as a percent) | 26.20%
Year One | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Surrenders (as a percent) | 40.00%
Foreign exchange volatilities (as a percent) | 18.60%
Index volatilities (as a percent) | 29.90%
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) | 40.00%
Foreign exchange volatilities (as a percent) | 12.50%
Index volatilities (as a percent) | 28.20%

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