Variable Interest Entities (Details) (USD $) In Millions, unless otherwise specified									9 Months Ended		3 Months Ended		9 Months Ended		3 Months Ended		9 Months Ended		3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2012 External Credit Rating AAA [Member]	Sep. 30, 2012 External Credit Rating AA [Member]	Sep. 30, 2012 External Credit Rating A [Member]	Sep. 30, 2012 External Credit Rating BBB [Member]	Sep. 30, 2012 External Credit Rating BB [Member]	Sep. 30, 2012 External Credit Rating B [Member]	Sep. 30, 2012 External Credit Rating CCC [Member]	Sep. 30, 2012 Credit Linked Note Structure December 2006 [Member]	Sep. 30, 2012 Credit Linked Note Structure April 2007 [Member]	Sep. 30, 2012 Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2011 Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2012 Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2011 Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2012 Credit default swaps [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2011 Credit default swaps [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2012 Credit default swaps [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2011 Credit default swaps [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2012 Contingent Forwards [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2011 Contingent Forwards [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2012 Contingent Forwards [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2011 Contingent Forwards [Member] Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Sep. 30, 2012 Federal Income Tax Liability [Member]	Dec. 31, 2011 Federal Income Tax Liability [Member]	Sep. 30, 2012 Assets	Dec. 31, 2011 Assets	Sep. 30, 2012 Assets Fixed maturity corporate asset-backed credit card loan securities [Member]	Dec. 31, 2011 Assets Fixed maturity corporate asset-backed credit card loan securities [Member]	Sep. 30, 2012 Assets U.S. government bonds [Member]	Dec. 31, 2011 Assets U.S. government bonds [Member]	Sep. 30, 2012 Assets Excess mortality swap [Member]	Dec. 31, 2011 Assets Excess mortality swap [Member]	Sep. 30, 2012 Liabilities	Dec. 31, 2011 Liabilities	Sep. 30, 2012 Liabilities Credit default swaps [Member]	Dec. 31, 2011 Liabilities Credit default swaps [Member]	Sep. 30, 2012 Liabilities Contingent Forwards [Member]	Dec. 31, 2011 Liabilities Contingent Forwards [Member]	Sep. 30, 2012 Liabilities Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]	Dec. 31, 2011 Liabilities Derivative Instruments Not Designated and Not Qualifying as Hedging Instruments [Member]
Disclosure Of Variable Interest Entities Assets And Liabilities [Line Items]
Number of Instruments																									1	1					1	1	4	4	2	2	2	2	4	4
Notional Amounts																							$ 0	$ 0	$ 100	$ 100	$ 0	$ 0	$ 0	$ 0	$ 100	$ 100	$ 600	$ 600	$ 600	$ 600	$ 0	$ 0	$ 600	$ 600
Carrying Value																							(53)	(98)	706	700	596	592	110	108	0	0	121	193	175	295	(1)	(4)	174	291
Consolidated Variable Interest Entity Settlement Payments And Mark To Market Adjustments [Line Items]
Gains (losses) for consolidated variable interest entities											57	(103)	117	(91)	58	(105)	120	(92)	(1)	2	(3)	1
Credit Linked Notes Structures Summary Information [Line Items]
Amount of Issuance									$ 400	$ 200
Date of Issuance									December 2006	April 2007
Original attachment point (subordination)									5.50%	2.05%
Current attachment point (subordination)									4.17%	1.48%
Maturity									12/20/2016	3/20/2017
Current rating of tranche									BB-	Ba2
Current rating of underlying collateral pool, high end of range									Aa1	Aaa
Current rating of underlying collateral pool, low end of range									B3	Caa2
Number of defaults in underlying collateral pool									2	2
Number of entities									123	99
Number of countries									20	21
Credit Linked Notes By Industry And Ratings [Line Items]
Telecommunications	10.50%	0.00%	0.00%	5.50%	4.50%	0.00%	0.50%	0.00%
Financial intermediaries	10.60%	0.00%	2.10%	7.60%	0.90%	0.00%	0.00%	0.00%
Oil and gas	8.00%	0.30%	2.10%	1.00%	4.60%	0.00%	0.00%	0.00%
Utilities	4.60%	0.00%	0.00%	2.60%	2.00%	0.00%	0.00%	0.00%
Chemicals and plastics	3.80%	0.00%	0.00%	2.30%	1.20%	0.30%	0.00%	0.00%
Drugs	3.70%	0.30%	2.70%	0.70%	0.00%	0.00%	0.00%	0.00%
Retailers (except food and drug)	3.50%	0.00%	0.00%	2.10%	0.90%	0.50%	0.00%	0.00%
Industrial equipment	3.30%	0.00%	0.00%	3.00%	0.30%	0.00%	0.00%	0.00%
Sovereign	3.20%	0.00%	0.70%	1.20%	1.30%	0.00%	0.00%	0.00%
Conglomerates	3.20%	0.00%	2.30%	0.90%	0.00%	0.00%	0.00%	0.00%
Forest products	3.00%	0.00%	0.00%	0.00%	1.60%	1.40%	0.00%	0.00%
Other	42.60%	0.00%	4.50%	14.90%	17.90%	4.10%	0.90%	0.30%
Total by Industry	100.00%	0.60%	14.40%	41.80%	35.20%	6.30%	1.40%	0.30%