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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2014-01-01</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>Managing Dir &amp; General Counsel</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Shares (restricted)</value>
            </securityTitle>
            <transactionDate>
                <value>2014-01-01</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>F</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>650</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>603.08</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>4750</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Shares</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>12020</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Shares</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>5</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by wife and dependent children</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Shares</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>524</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By 401(k)</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">On January 1, 2014, 2,550 restricted WTM Common Shares became unrestricted. 650 of the Common Shares were withheld by the Company to satisfy the Reporting Person's tax obligations.</footnote>
        <footnote id="F2">Reflects accumulation of 12 WTM Common Shares in Reporting Person's Company 401(k) account since his last filed report.  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 as of December 31, 2013.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Jason R. Lichtenstein, by Power of Attorney</signatureName>
        <signatureDate>2014-01-03</signatureDate>
    </ownerSignature>
</ownershipDocument>
