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Derivatives (Level 3 Derivative Instruments) (Details) - White Mountains Life Re $ in Millions | 3 Months Ended
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Mar. 31, 2016 USD ($)
Discounted cash flows |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ (0.1)
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) | 1.10%
Foreign Exchange Option [Member] | Counterparty valuations |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ (1.1)
Foreign Exchange Option [Member] | Counterparty valuations | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | (4.30%)
Foreign Exchange Option [Member] | Counterparty valuations | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | (7.30%)
Foreign Exchange Option [Member] | Counterparty valuations | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Foreign exchange volatilities (as a percent) | (5.90%)
Equity Index Options | Counterparty valuations |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Fair value Liabilities | $ (1.5)
Equity Index Options | Counterparty valuations | Minimum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | (0.60%)
Equity Index Options | Counterparty valuations | Maximum |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | (5.70%)
Equity Index Options | Counterparty valuations | Weighted Average |
Quantitative information for Level 3 Fair Value Measurements Liabilities |
Expected equity dividends (as a percent) | (5.60%)
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) | 12.00%
Index volatilities (as a percent) | 25.50%
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) | 18.40%
Index volatilities (as a percent) | 28.80%
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) | 13.50%
Index volatilities (as a percent) | 26.20%

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