XML 89 R78.htm IDEA: XBRL DOCUMENT v3.8.0.1
Fair Value Measurement - Quantitative Information - Assets (Details) - Income Approach Valuation Technique [Member] - Level 3 [Member] - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2018
Dec. 31, 2017
Obligations of state and political subdivisions [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 83 $ 76
Obligations of state and political subdivisions [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 4.50% 4.50%
Obligations of state and political subdivisions [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 39.00% 40.80%
Obligations of state and political subdivisions [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 9.60% 12.50%
Corporate securities [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 62 $ 67
Yield (as a percent) 22.80% 22.50%
RMBS [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 314 $ 334
RMBS [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 4.70% 4.00%
Conditional prepayment rate (as a percent) 1.40% 1.30%
Conditional default rate (as a percent) 1.50% 1.50%
Loss severity rate (as a percent) 40.00% 40.00%
RMBS [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 7.80% 7.50%
Conditional prepayment rate (as a percent) 15.00% 17.40%
Conditional default rate (as a percent) 8.60% 9.20%
Loss severity rate (as a percent) 125.00% 125.00%
RMBS [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 5.90% 5.60%
Conditional prepayment rate (as a percent) 6.40% 6.40%
Conditional default rate (as a percent) 5.70% 5.90%
Loss severity rate (as a percent) 82.40% 82.50%
Triple-X Life Insurance Transaction [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 628 $ 613
Triple-X Life Insurance Transaction [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 6.30% 6.20%
Triple-X Life Insurance Transaction [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 6.90% 6.40%
Triple-X Life Insurance Transaction [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 6.60% 6.30%
Collateralized loan obligations (CLO) /TruPS [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 124 $ 116
Collateralized loan obligations (CLO) /TruPS [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 3.00% 2.60%
Collateralized loan obligations (CLO) /TruPS [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 4.80% 4.60%
Collateralized loan obligations (CLO) /TruPS [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 3.60% 3.30%
Other Asset Backed Securities [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 57 $ 58
Yield (as a percent) 11.30% 10.70%
Financial Guaranty Variable Interest Entities [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 651 $ 700
Financial Guaranty Variable Interest Entities [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 4.10% 3.70%
Conditional prepayment rate (as a percent) 1.70% 3.00%
Conditional default rate (as a percent) 1.30% 1.30%
Loss severity rate (as a percent) 60.00% 60.00%
Financial Guaranty Variable Interest Entities [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 10.40% 10.00%
Conditional prepayment rate (as a percent) 17.80% 14.90%
Conditional default rate (as a percent) 21.90% 21.70%
Loss severity rate (as a percent) 100.00% 100.00%
Financial Guaranty Variable Interest Entities [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 6.60% 6.20%
Conditional prepayment rate (as a percent) 9.20% 9.50%
Conditional default rate (as a percent) 5.20% 5.40%
Loss severity rate (as a percent) 79.70% 79.60%
Other Assets [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 59 $ 60
Fair Value Inputs Term 10 years 10 years
Other Assets [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 5.50% 5.20%
Other Assets [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 6.10% 5.90%
Other Assets [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Yield (as a percent) 5.80% 5.50%
Other invested assets [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Asset, fair value $ 7 $ 7