<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-04-28</periodOfReport>

    <issuer>
        <issuerCik>0000776867</issuerCik>
        <issuerName>WHITE MOUNTAINS INSURANCE GROUP LTD</issuerName>
        <issuerTradingSymbol>WTM</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001188198</rptOwnerCik>
            <rptOwnerName>SEELIG ROBERT LAWRENCE</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O WHITE MOUNTAINS INSURANCE GROUP, LTD</rptOwnerStreet1>
            <rptOwnerStreet2>80 SOUTH MAIN STREET</rptOwnerStreet2>
            <rptOwnerCity>HANOVER</rptOwnerCity>
            <rptOwnerState>NH</rptOwnerState>
            <rptOwnerZipCode>03755</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Vice Pres. &amp; General Counsel</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Shares</value>
            </securityTitle>
            <transactionDate>
                <value>2006-04-28</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>200</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>508.00</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>200</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Shares</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>90</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By 401(k)</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Since February 24, 2004, the date of Reporting Person's last filing, Reporting Person acquired 73 shares of WTM Common Shares under the Folksamerica 401(k) Plan.  WTM Common Shares are purchased at fair market value on the date of purchase.  The information in this report is based on a plan statement dated March 31, 2006.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Dennis Beaulieu, by Power of Attorney</signatureName>
        <signatureDate>2006-05-01</signatureDate>
    </ownerSignature>
</ownershipDocument>
