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Derivative Financial Instruments (Tables)
9 Months Ended
Sep. 30, 2011
Derivative Financial Instruments [Abstract] 
Settlement Payments By Hedge Classification And Income Statement Location
 
                                 
    Three Months
 		    Nine Months
 		 
    Ended
 		    Ended
 		 
    September 30,     September 30,  
    2011     2010     2011     2010  
    (In millions)  
 
Qualifying hedges:
                               
Net investment income
  $ 28     $ 17     $ 70     $ 58  
Interest credited to policyholder account balances
    51       64       169       177  
Other expenses
    (1 )     (1 )     (2 )     (5 )
Non-qualifying hedges:
                               
Net investment income
    (2 )     (1 )     (6 )     (3 )
Other revenues
    22       25       55       81  
Net derivative gains (losses)
    352       (30 )     357       143  
Policyholder benefits and claims
    19       —       19       —  
                                 
Total
  $ 469     $ 74     $ 662     $ 451  
                                 
Net derivatives gains (losses) recognized on fair value derivatives and the related hedged items
 
                             
        Net Derivative
 		    Net Derivative
 		    Ineffectiveness
 		 
        Gains (Losses)
 		    Gains (Losses)
 		    Recognized in
 		 
Derivatives in Fair Value
 		  Hedged Items in Fair Value
 		  Recognized
 		    Recognized for
 		    Net Derivative
 		 
Hedging Relationships   Hedging Relationships   for Derivatives     Hedged Items     Gains (Losses)  
        (In millions)  
 
For the Three Months Ended September 30, 2011:
                       
Interest rate swaps:
  Fixed maturity securities   $ (26 )   $ 22     $ (4 )
    Policyholder account balances (1)     957       (944 )     13  
Foreign currency swaps:
  Foreign-denominated fixed maturity securities     1       (1 )     —  
    Foreign-denominated policyholder account balances (2)     (221 )     189       (32 )
                             
Total
  $ 711     $ (734 )   $ (23 )
                         
For the Three Months Ended September 30, 2010:
                       
Interest rate swaps:
  Fixed maturity securities   $ (13 )   $ 13     $ —  
    Policyholder account balances (1)     212       (221 )     (9 )
Foreign currency swaps:
  Foreign-denominated fixed maturity securities     (5 )     5       —  
    Foreign-denominated policyholder account balances (2)     415       (395 )     20  
                             
Total
  $ 609     $ (598 )   $ 11  
                         
For the Nine Months Ended September 30, 2011:
                       
Interest rate swaps:
  Fixed maturity securities   $ (31 )   $ 27     $ (4 )
    Policyholder account balances (1)     1,000       (978 )     22  
Foreign currency swaps:
  Foreign-denominated fixed maturity securities     —       —       —  
    Foreign-denominated policyholder account balances (2)     14       (53 )     (39 )
                             
Total
  $ 983     $ (1,004 )   $ (21 )
                         
For the Nine Months Ended September 30, 2010:
                       
Interest rate swaps:
  Fixed maturity securities   $ (38 )   $ 38     $ —  
    Policyholder account balances (1)     678       (675 )     3  
Foreign currency swaps:
  Foreign-denominated fixed maturity securities     11       (12 )     (1 )
    Foreign-denominated policyholder account balances (2)     47       (51 )     (4 )
                             
Total
  $ 698     $ (700 )   $ (2 )
                         
 
 
(1) Fixed rate liabilities.
 
(2) Fixed rate or floating rate liabilities.
Derivatives and Non-Derivative Hedging Instruments in Net Investment Hedging Relationships
 
                 
          Amount and Location
 		 
          of Gains (Losses)
 		 
          Reclassified From Accumulated Other
 		 
    Amount of Gains (Losses)
 		    Comprehensive Income
 		 
    Deferred in Accumulated
 		    (Loss) into Income (Loss)
 		 
Derivatives and Non-Derivative Hedging Instruments in Net
 		  Other Comprehensive Income (Loss)
 		    (Effective Portion)  
Investment Hedging Relationships (1), (2)   (Effective Portion)     Net Investment Gains (Losses)  
    (In millions)  
 
For the Three Months Ended September 30, 2011:
               
Foreign currency forwards
  $ 185     $ —  
Non-derivative hedging instruments
    —       —  
                 
Total
  $ 185     $ —  
                 
For the Three Months Ended September 30, 2010:
               
Foreign currency forwards
  $ (162 )   $ —  
Non-derivative hedging instruments
    (10 )     —  
                 
Total
  $ (172 )   $ —  
                 
For the Nine Months Ended September 30, 2011:
               
Foreign currency forwards
  $ 72     $ —  
Non-derivative hedging instruments
    6       —  
                 
Total
  $ 78     $ —  
                 
For the Nine Months Ended September 30, 2010:
               
Foreign currency forwards
  $ (135 )   $ —  
Non-derivative hedging instruments
    (10 )     —  
                 
Total
  $ (145 )   $ —  
                 
 
 
(1) During the nine months ended September 30, 2011, the Company sold its interest in its Japanese joint venture, which was a hedged item in a net investment hedging relationship. See Note 2. As a result, the Company released losses of $71 million from accumulated other comprehensive income (loss) upon the sale. This release did not impact net income for the nine months ended September 30, 2011 as such losses were considered in the overall impairment evaluation of the investment prior to sale. During the three months and nine months ended September 30, 2010, there were no sales or substantial liquidations of net investments in foreign operations that would have required the reclassification of gains or losses from accumulated other comprehensive income (loss) into earnings.
 
(2) There was no ineffectiveness recognized for the Company’s hedges of net investments in foreign operations.
Amount and location of gains (losses) recognized in income for derivatives that are not designated or qualifying as hedging instruments
 
                                         
    Net
 		    Net
 		    Policyholder
 		             
    Derivative
 		    Investment
 		    Benefits and
 		    Other
 		    Other
 		 
    Gains (Losses)     Income (1)     Claims (2)     Revenues (3)     Expenses (4)  
    (In millions)  
 
For the Three Months Ended September 30, 2011:
                                       
Interest rate swaps
  $ 1,805     $ —     $ —     $ 321     $ —  
Interest rate floors
    521       —       —       —       —  
Interest rate caps
    (127 )     —       —       —       —  
Interest rate futures
    43       —       —       (5 )     —  
Equity futures
    338       (12 )     314       —       —  
Foreign currency swaps
    272       —       —       —       —  
Foreign currency forwards
    406       —       —       —       —  
Currency futures
    28       —       —       —       —  
Currency options
    (18 )     —       —       —       —  
Equity options
    1,432       5       —       —       —  
Interest rate options
    962       —       —       27       —  
Interest rate forwards
    (5 )     —       —       (49 )     —  
Variance swaps
    325       —       —       —       —  
Credit default swaps
    163       15       —       —       —  
Total rate of return swaps
    27       —       5       —       —  
                                         
Total
  $ 6,172     $ 8     $ 319     $ 294     $ —  
                                         
For the Three Months Ended September 30, 2010:
                                       
Interest rate swaps
  $ 518     $ 2     $ —     $ 138     $ —  
Interest rate floors
    227       —       —       —       —  
Interest rate caps
    (50 )     —       —       —       —  
Interest rate futures
    74       (2 )     —       (1 )     —  
Equity futures
    23       (15 )     (195 )     —       —  
Foreign currency swaps
    (272 )     —       —       —       —  
Foreign currency forwards
    (56 )     2       —       —       —  
Currency options
    (12 )     —       —       —       —  
Equity options
    (553 )     (23 )     —       —       —  
Interest rate options
    9       —       —       (3 )     —  
Interest rate forwards
    1       —       —       (8 )     —  
Variance swaps
    (166 )     (3 )     —       —       —  
Credit default swaps
    10       (2 )     —       —       —  
Total rate of return swaps
    29       —       —       —       —  
                                         
Total
  $ (218 )   $ (41 )   $ (195 )   $ 126     $ —  
                                         
 
                                         
    Net
 		    Net
 		    Policyholder
 		             
    Derivative
 		    Investment
 		    Benefits and
 		    Other
 		    Other
 		 
    Gains (Losses)     Income (1)     Claims (2)     Revenues (3)     Expenses (4)  
    (In millions)  
 
For the Nine Months Ended September 30, 2011:
                                       
Interest rate swaps
  $ 2,179     $ (2 )   $ —     $ 345     $ —  
Interest rate floors
    503       —       —       —       —  
Interest rate caps
    (209 )     —       —       —       —  
Interest rate futures
    (6 )     1       —       (9 )     —  
Equity futures
    393       (9 )     206       —       —  
Foreign currency swaps
    80       —       —       —       —  
Foreign currency forwards
    266       (9 )     —       —       —  
Currency futures
    37       —       —       —       —  
Currency options
    (63 )     —       —       —       —  
Equity options
    1,065       (6 )     —       —       —  
Interest rate options
    948       —       —       24       —  
Interest rate forwards
    (5 )     —       —       (88 )     —  
Variance swaps
    234       (3 )     —       —       —  
Credit default swaps
    149       14       —       —       —  
Total rate of return swaps
    26       —       5       —       —  
                                         
Total
  $ 5,597     $ (14 )   $ 211     $ 272     $ —  
                                         
For the Nine Months Ended September 30, 2010:
                                       
Interest rate swaps
  $ 1,561     $ 5     $ 39     $ 394     $ —  
Interest rate floors
    501       —       —       —       —  
Interest rate caps
    (261 )     —       —       —       —  
Interest rate futures
    141       (8 )     —       (4 )     —  
Equity futures
    (146 )     (5 )     (124 )     —       —  
Foreign currency swaps
    74       —       —       —       —  
Foreign currency forwards
    269       40       —       —       —  
Currency options
    5       (1 )     —       —       (4 )
Equity options
    431       14       —       —       —  
Interest rate options
    59       —       —       (4 )     —  
Interest rate forwards
    9       —       —       (94 )     —  
Variance swaps
    164       5       —       —       —  
Credit default swaps
    25       1       —       —       —  
Total rate of return swaps
    10       —       —       —       —  
                                         
Total
  $ 2,842     $ 51     $ (85 )   $ 292     $ (4 )
                                         
 
 
(1) Changes in estimated fair value related to economic hedges of equity method investments in joint ventures; changes in estimated fair value related to derivatives held in relation to trading portfolios; and changes in estimated fair value related to derivatives held within contractholder-directed unit-linked investments.
 
(2) Changes in estimated fair value related to economic hedges of variable annuity guarantees included in future policy benefits.
 
(3) Changes in estimated fair value related to derivatives held in connection with the Company’s mortgage banking activities.
 
(4) Changes in estimated fair value related to economic hedges of foreign currency exposure associated with the Company’s international subsidiaries.
Schedule of estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps
 
                                                 
    September 30, 2011     December 31, 2010  
          Maximum
 		                Maximum
 		       
    Estimated
 		    Amount
 		          Estimated
 		    Amount
 		       
    Fair Value
 		    of Future
 		    Weighted
 		    Fair Value
 		    of Future
 		    Weighted
 		 
    of Credit
 		    Payments under
 		    Average
 		    of Credit
 		    Payments under
 		    Average
 		 
Rating Agency Designation of Referenced
 		  Default
 		    Credit Default
 		    Years to
 		    Default
 		    Credit Default
 		    Years to
 		 
Credit Obligations (1)   Swaps     Swaps (2)     Maturity (3)     Swaps     Swaps (2)     Maturity (3)  
    (In millions)           (In millions)        
 
Aaa/Aa/A
                                               
Single name credit default swaps (corporate)
  $ 3     $ 820       3.7     $ 5     $ 470       3.8  
Credit default swaps referencing indices
    (32 )     2,813       3.2       45       2,928       3.7  
                                                 
Subtotal
    (29 )     3,633       3.4       50       3,398       3.7  
                                                 
Baa
                                               
Single name credit default swaps (corporate)
    (34 )     1,320       4.3       5       735       4.3  
Credit default swaps referencing indices
    (54 )     2,772       5.1       7       931       5.0  
                                                 
Subtotal
    (88 )     4,092       4.8       12       1,666       4.7  
                                                 
Ba
                                               
Single name credit default swaps (corporate)
    (1 )     30       3.9       —       25       4.4  
Credit default swaps referencing indices
    —       —       —       —       —       —  
                                                 
Subtotal
    (1 )     30       3.9       —       25       4.4  
                                                 
B
                                               
Single name credit default swaps (corporate)
    —       —       —       —       —       —  
Credit default swaps referencing indices
    (1 )     25       5.0       —       —       —  
                                                 
Subtotal
    (1 )     25       5.0       —       —       —  
                                                 
Total
  $ (119 )   $ 7,780       4.1     $ 62     $ 5,089       4.1  
                                                 
 
 
(1) The rating agency designations are based on availability and the midpoint of the applicable ratings among Moody’s, S&P and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.
 
(2) Assumes the value of the referenced credit obligations is zero.
 
(3) The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.
Derivatives, Fair Value [Line Items] 
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location
 
                                                     
        September 30, 2011     December 31, 2010  
              Estimated Fair
 		          Estimated Fair
 		 
Primary Underlying
 		      Notional
 		    Value (1)     Notional
 		    Value (1)  
Risk Exposure   Instrument Type   Amount     Assets     Liabilities     Amount     Assets     Liabilities  
        (In millions)  
 
Interest rate
  Interest rate swaps   $ 72,828     $ 7,717     $ 2,092     $ 54,803     $ 2,654     $ 1,516  
    Interest rate floors     23,866       1,231       165       23,866       630       66  
    Interest rate caps     38,727       70       —       35,412       176       1  
    Interest rate futures     15,429       16       28       9,385       43       17  
    Interest rate options     18,088       1,100       20       8,761       144       23  
    Interest rate forwards     16,812       300       94       10,374       106       135  
    Synthetic GICs     4,420       —       —       4,397       —       —  
Foreign currency
  Foreign currency swaps     16,823       1,311       1,042       17,626       1,616       1,282  
    Foreign currency forwards     10,029       361       54       10,443       119       91  
    Currency futures     633       1       1       493       2       —  
    Currency options     2,502       13       —       5,426       50       —  
    Non-derivative hedging instruments (2)     —       —       —       169       —       185  
Credit
  Credit default swaps     13,450       383       173       10,957       173       104  
    Credit forwards     20       3       —       90       2       3  
Equity market
  Equity futures     6,845       163       19       8,794       21       9  
    Equity options     17,413       3,207       204       33,688       1,843       1,197  
    Variance swaps     19,394       377       67       18,022       198       118  
    Total rate of return swaps     1,612       31       —       1,547       —       —  
                                                     
      Total   $ 278,891     $ 16,284     $ 3,959     $ 254,253     $ 7,777     $ 4,747  
                                                     
 
 
(1) The estimated fair value of all derivatives in an asset position is reported within other invested assets in the consolidated balance sheets and the estimated fair value of all derivatives in a liability position is reported within other liabilities in the consolidated balance sheets.
 
(2) The estimated fair value of non-derivative hedging instruments represents the amortized cost of the instruments, as adjusted for foreign currency transaction gains or losses. Non-derivative hedging instruments are reported within policyholder account balances in the consolidated balance sheets.
Derivative Instruments, Gain (Loss) [Line Items] 
Components of Net Derivatives Gains (Losses)
 
                                 
    Three Months
 		    Nine Months
 		 
    Ended
 		    Ended
 		 
    September 30,     September 30,  
    2011     2010     2011     2010  
    (In millions)  
 
Derivatives and hedging gains (losses) (1)
  $ 6,504     $ (327 )   $ 5,992     $ 2,872  
Embedded derivatives
    (2,308 )     83       (1,759 )     (1,594 )
                                 
Total net derivative gains (losses)
  $ 4,196     $ (244 )   $ 4,233     $ 1,278  
                                 
 
 
(1) Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedge relationships, which are not presented elsewhere in this note.
 
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location
 
                                                 
    Amount of Gains
 		    Amount and Location
 		       
    (Losses) Deferred
 		    of Gains (Losses)
 		    Amount and Location
 		 
    in Accumulated Other
 		    Reclassified from
 		    of Gains (Losses)
 		 
Derivatives in Cash Flow
 		  Comprehensive Income
 		    Accumulated Other Comprehensive
 		    Recognized in Income (Loss)
 		 
Hedging Relationships   (Loss) on Derivatives     Income (Loss) into Income (Loss)     on Derivatives  
                (Ineffective Portion and
 		 
                Amount Excluded from
 		 
    (Effective Portion)     (Effective Portion)     Effectiveness Testing)  
          Net Derivative
 		    Net Investment
 		    Other
 		    Net Derivative
 		    Net Investment
 		 
          Gains (Losses)     Income     Expenses     Gains (Losses)     Income  
    (In millions)  
 
For the Three Months Ended September 30, 2011:
                                               
Interest rate swaps
  $ 927     $ (42 )   $ —     $ (3 )   $ (1 )   $ —  
Foreign currency swaps
    399       25       (2 )     —       5       —  
Interest rate forwards
    289       (1 )     —       —       27       —  
Credit forwards
    15       1       1       —       —       —  
                                                 
Total
  $ 1,630     $ (17 )   $ (1 )   $ (3 )   $ 31     $ —  
                                                 
For the Three Months Ended September 30, 2010:
                                               
Interest rate swaps
  $ 181     $ —     $ —     $ —     $ 1     $ —  
Foreign currency swaps
    (247 )     1       (2 )     —       (3 )     —  
Interest rate forwards
    15       —       1       —       —       —  
Credit forwards
    11       —       —       —       —       —  
                                                 
Total
  $ (40 )   $ 1     $ (1 )   $ —     $ (2 )   $ —  
                                                 
For the Nine Months Ended September 30, 2011:
                                               
Interest rate swaps
  $ 944     $ (41 )   $ 1     $ (7 )   $ 1     $ —  
Foreign currency swaps
    259       10       (5 )     1       3       —  
Interest rate forwards
    307       21       1       (1 )     16       —  
Credit forwards
    17       1       1       —       —       —  
                                                 
Total
  $ 1,527     $ (9 )   $ (2 )   $ (7 )   $ 20     $ —  
                                                 
For the Nine Months Ended September 30, 2010:
                                               
Interest rate swaps
  $ 457     $ —     $ —     $ —     $ 3     $ —  
Foreign currency swaps
    92       (61 )     (5 )     1       —       —  
Interest rate forwards
    —       11       2       —       —       —  
Credit forwards
    28       —       —       —       —       —  
                                                 
Total
  $ 577     $ (50 )   $ (3 )   $ 1     $ 3     $ —  
                                                 
Schedule of Derivative Instruments
 
                                         
          Estimated Fair Value of
 		    Fair Value of Incremental
 		 
          Collateral Provided:     Collateral Provided Upon:  
                            Downgrade in the
 		 
                      One Notch
 		    Company’s Credit Rating
 		 
                      Downgrade
 		    to a Level that Triggers
 		 
    Estimated
 		                in the
 		    Full Overnight
 		 
    Fair Value (1) of
 		                Company’s
 		    Collateralization or
 		 
    Derivatives in Net
 		    Fixed Maturity
 		          Credit
 		    Termination of
 		 
    Liability Position     Securities (2)     Cash (3)     Rating     the Derivative Position  
    (In millions)  
 
September 30, 2011:
                                       
Derivatives subject to credit-
                                       
contingent provisions
  $ 377     $ 288     $ —     $ 54     $ 140  
Derivatives not subject to credit- contingent provisions
    13       11       —       —       —  
                                         
Total
  $ 390     $ 299     $ —     $ 54     $ 140  
                                         
December 31, 2010:
                                       
Derivatives subject to credit-
                                       
contingent provisions
  $ 1,167     $ 1,024     $ —     $ 99     $ 231  
Derivatives not subject to credit- contingent provisions
    22       —       43       —       —  
                                         
Total
  $ 1,189     $ 1,024     $ 43     $ 99     $ 231  
                                         
 
 
(1) After taking into consideration the existence of netting agreements.
 
(2) Included in fixed maturity securities in the consolidated balance sheets. The counterparties are permitted by contract to sell or repledge this collateral.
 
(3) Included in premiums, reinsurance and other receivables in the consolidated balance sheets.
Derivatives Designated as Hedging Instruments [Member]
 
Derivatives, Fair Value [Line Items] 
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location
 
                                                 
    September 30, 2011     December 31, 2010  
    Notional
 		    Estimated Fair Value     Notional
 		    Estimated Fair Value  
Derivatives Designated as Hedging Instruments   Amount     Assets     Liabilities     Amount     Assets     Liabilities  
    (In millions)  
 
Fair value hedges:
                                               
Foreign currency swaps
  $ 3,241     $ 535     $ 97     $ 4,524     $ 907     $ 145  
Interest rate swaps
    5,155       1,830       104       5,108       823       169  
                                                 
Subtotal
    8,396       2,365       201       9,632       1,730       314  
                                                 
Cash flow hedges:
                                               
Foreign currency swaps
    6,428       420       282       5,556       213       347  
Interest rate swaps
    3,380       918       —       3,562       102       116  
Interest rate forwards
    1,010       204       —       1,140       —       107  
Credit forwards
    20       3       —       90       2       3  
                                                 
Subtotal
    10,838       1,545       282       10,348       317       573  
                                                 
Foreign operations hedges:
                                               
Foreign currency forwards
    1,915       147       1       1,935       9       26  
Non-derivative hedging instruments
    —       —       —       169       —       185  
                                                 
Subtotal
    1,915       147       1       2,104       9       211  
                                                 
Total qualifying hedges
  $ 21,149     $ 4,057     $ 484     $ 22,084     $ 2,056     $ 1,098  
                                                 
 
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]
 
Derivatives, Fair Value [Line Items] 
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location
 
                                                 
    September 30, 2011     December 31, 2010  
Derivatives Not Designated or Not
 		  Notional
 		    Estimated Fair Value     Notional
 		    Estimated Fair Value  
Qualifying as Hedging Instruments   Amount     Assets     Liabilities     Amount     Assets     Liabilities  
    (In millions)  
 
Interest rate swaps
  $ 64,293     $ 4,969     $ 1,988     $ 46,133     $ 1,729     $ 1,231  
Interest rate floors
    23,866       1,231       165       23,866       630       66  
Interest rate caps
    38,727       70       —       35,412       176       1  
Interest rate futures
    15,429       16       28       9,385       43       17  
Interest rate options
    18,088       1,100       20       8,761       144       23  
Interest rate forwards
    15,802       96       94       9,234       106       28  
Synthetic GICs
    4,420       —       —       4,397       —       —  
Foreign currency swaps
    7,154       356       663       7,546       496       790  
Foreign currency forwards
    8,114       214       53       8,508       110       65  
Currency futures
    633       1       1       493       2       —  
Currency options
    2,502       13       —       5,426       50       —  
Credit default swaps
    13,450       383       173       10,957       173       104  
Equity futures
    6,845       163       19       8,794       21       9  
Equity options
    17,413       3,207       204       33,688       1,843       1,197  
Variance swaps
    19,394       377       67       18,022       198       118  
Total rate of return swaps
    1,612       31       —       1,547       —       —  
                                                 
Total non-designated or non-qualifying derivatives
  $ 257,742     $ 12,227     $ 3,475     $ 232,169     $ 5,721     $ 3,649  
                                                 
Embedded Derivative Financial Instruments [Member]
 
Derivative Instruments, Gain (Loss) [Line Items] 
Components of Net Derivatives Gains (Losses)
 
                                 
    Three Months
 		  Nine Months
    Ended
 		  Ended
    September 30,   September 30,
    2011   2010   2011   2010
    (In millions)
 
Net derivative gains (losses) (1)
  $ (2,308 )   $ 83     $ (1,759 )   $ (1,594 )
Policyholder benefits and claims
  $ 113     $ —     $ 105     $ 46  
 
 
(1) The valuation of guaranteed minimum benefits includes an adjustment for nonperformance risk. The amounts included in net derivative gains (losses), in connection with this adjustment, were $1,952 million and $1,986 million for the three months and nine months ended September 30, 2011, respectively, and ($291) million and $399 million for the three months and nine months ended September 30, 2010, respectively.
Schedule of Derivative Instruments
 
                 
    September 30, 2011     December 31, 2010  
    (In millions)  
 
Net embedded derivatives within asset host contracts:
               
Ceded guaranteed minimum benefits
  $ 353     $ 185  
Options embedded in debt or equity securities
    (62 )     (57 )
Other
    3       —  
                 
Net embedded derivatives within asset host contracts
  $ 294     $ 128  
                 
Net embedded derivatives within liability host contracts:
               
Direct guaranteed minimum benefits
  $ 2,683     $ 370  
Assumed guaranteed minimum benefits (1)
    2,119       2,186  
Other
    79       78  
                 
Net embedded derivatives within liability host contracts
  $ 4,881     $ 2,634  
                 
 
 
(1) Assumed reinsurance contracts of guaranteed minimum benefits related to GMWBs and GMABs of the Japanese joint venture interest, which was sold during the second quarter of 2011, have been separately presented in the current period. See Note 2. Comparative prior year balances, which were previously presented in direct guaranteed minimum benefits, have been conformed to the current period presentation.
Other Comprehensive Income (Loss) [Member]
 
Derivative Instruments, Gain (Loss) [Line Items] 
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location
 
                                 
    Three Months
 		    Nine Months
 		 
    Ended
 		    Ended
 		 
    September 30,     September 30,  
    2011     2010     2011     2010  
    (In millions)  
 
Accumulated other comprehensive income (loss), balance at beginning of period
  $ (165 )   $ 593     $ (59 )   $ (76 )
Gains (losses) deferred in other comprehensive income (loss) on the effective portion of cash flow hedges
    1,630       (40 )     1,527       577  
Amounts reclassified to net derivative gains (losses)
    17       (1 )     9       50  
Amounts reclassified to net investment income
    1       1       2       3  
Amounts reclassified to other expenses
    3       —       7       (1 )
                                 
Accumulated other comprehensive income (loss), balance at end of period
  $ 1,486     $ 553     $ 1,486     $ 553