Quantitative Information Regarding Significant Unobservable Inputs (Details) (Fair Value, Inputs, Level 3, USD $) In Millions, unless otherwise specified	3 Months Ended		12 Months Ended
	Mar. 31, 2015		Dec. 31, 2014
Embedded Derivative Liability
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs	(53.8)		(49.9)
Embedded Derivative Liability | Projected Cash Flows
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Significant Assumptions to Calculating Fair Value of Level 3 Instrument	Actuarial Assumptions	[1]	Actuarial Assumptions	[1]
States, Municipalities, and Political Subdivisions
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs	106.1		101.0
States, Municipalities, and Political Subdivisions | Minimum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	0.25%	[2]
Comparability Adjustments			0.25%	[3]
States, Municipalities, and Political Subdivisions | Maximum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	1.00%	[2]
Comparability Adjustments			1.00%	[3]
States, Municipalities, and Political Subdivisions | Weighted Average
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	0.70%	[2]
Comparability Adjustments			0.71%	[3]
All Other Corporate Bonds - Private
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs	408.9		432.8
All Other Corporate Bonds - Private | Market Convention
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Significant Assumptions to Calculating Fair Value of Level 3 Instrument	Priced at Par	[4]	Priced at Par	[4]
All Other Corporate Bonds - Private | Minimum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	0.50%	[2]
Comparability Adjustments	2.17%	[3]	0.50%	[3]
Discount for Size	0.50%	[5]	0.50%	[5]
Lack of Marketability			0.48%	[6]
Volatility of Credit	0.20%	[7]	0.20%	[7]
All Other Corporate Bonds - Private | Maximum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	2.00%	[2]
Comparability Adjustments	2.17%	[3]	0.70%	[3]
Discount for Size	0.50%	[5]	0.50%	[5]
Lack of Marketability			0.48%	[6]
Volatility of Credit	5.69%	[7]	2.00%	[7]
All Other Corporate Bonds - Private | Weighted Average
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Change in Benchmark Reference	0.59%	[2]
Comparability Adjustments	2.17%	[3]	0.60%	[3]
Discount for Size	0.50%	[5]	0.50%	[5]
Lack of Marketability			0.48%	[6]
Volatility of Credit	0.86%	[7]	0.64%	[7]
Corporate Bond Securities - Public
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs	166.7		128.7
Corporate Bond Securities - Public | Minimum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Comparability Adjustments	0.10%	[3]	0.10%	[3]
Lack of Marketability	0.20%	[6]	0.20%	[6]
Volatility of Credit	(0.30%)	[7]	(0.30%)	[7]
Corporate Bond Securities - Public | Maximum
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Comparability Adjustments	0.50%	[3]	0.50%	[3]
Lack of Marketability	0.50%	[6]	0.35%	[6]
Volatility of Credit	(0.30%)	[7]	0.50%	[7]
Corporate Bond Securities - Public | Weighted Average
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Comparability Adjustments	0.41%	[3]	0.40%	[3]
Lack of Marketability	0.38%	[6]	0.29%	[6]
Volatility of Credit	(0.30%)	[7]	(0.05%)	[7]
Equity Securities
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Fair Value of Financial Instrument Using Internally Derived Unobservable Inputs	1.1		1.1
Equity Securities | Market Convention
Fair Value Inputs, Assets and Liabilities, Quantitative Information
Significant Assumptions to Calculating Fair Value of Level 3 Instrument	Priced at Cost or Owner's Equity	[4]	Priced at Cost or Owner's Equity	[4]

[1] Represents various actuarial assumptions required to derive the liability cash flows including incidence, termination, and lapse rates

[2] Represents basis point adjustments for changes in benchmark spreads associated with various ratings categories

[3] Represents basis point adjustments for changes in benchmark spreads associated with various industry sectors

[4] Represents a decision to price based on par value, cost, or owner's equity when limited data is available

[5] Represents basis point adjustments based on issue/issuer size relative to the benchmark

[6] Represents basis point adjustments to apply a discount due to the illiquidity of an investment

[7] Represents basis point adjustments for credit-specific factors