Fair Value Measurements (Details - Assets by level) (USD $) In Millions, unless otherwise specified	12 Months Ended						0 Months Ended									12 Months Ended
	Dec. 31, 2012		Dec. 31, 2011		Dec. 31, 2012 Two External Reinsurers [Member]	Dec. 31, 2011 Two External Reinsurers [Member]	Feb. 04, 2013 Berkshire Hathaway Life Insurance Company of Nebraska [Member]	Dec. 31, 2012 Fair Value Inputs Level 1 [Member] Fair Value, Measurements, Recurring [Member]		Dec. 31, 2011 Fair Value Inputs Level 1 [Member] Fair Value, Measurements, Recurring [Member]		Dec. 31, 2012 Fair Value Inputs Level 2 [Member] Fair Value, Measurements, Recurring [Member]		Dec. 31, 2011 Fair Value Inputs Level 2 [Member] Fair Value, Measurements, Recurring [Member]		Dec. 31, 2012 Fair Value Inputs Level 2 [Member] Designated as Hedging Instrument [Member] Fair Value, Measurements, Recurring [Member]	Dec. 31, 2011 Fair Value Inputs Level 2 [Member] Designated as Hedging Instrument [Member] Fair Value, Measurements, Recurring [Member]	Dec. 31, 2012 Fair Value Inputs Level 2 [Member] Non designated [Member] Fair Value, Measurements, Recurring [Member]	Dec. 31, 2011 Fair Value Inputs Level 2 [Member] Non designated [Member] Fair Value, Measurements, Recurring [Member]	Dec. 31, 2012 Fair Value Inputs Level 3 [Member]	Dec. 31, 2011 Fair Value Inputs Level 3 [Member]	Dec. 31, 2012 Fair Value Inputs Level 3 [Member] Fair Value, Measurements, Recurring [Member]		Dec. 31, 2011 Fair Value Inputs Level 3 [Member] Fair Value, Measurements, Recurring [Member]
Fixed maturities:
Federal government and agency	$ 902		$ 958					$ 156		$ 217		$ 746		$ 738								$ 0		$ 3
State and local government	2,437		2,456					0		0		2,437		2,456								0		0
Foreign government	1,322		1,274					0		0		1,298		1,251								24		23
Corporate	11,896		10,513					0		0		11,201		10,132								695		381
Federal agency mortgage-backed	122		9					0		0		122		9								0		0
Other mortgage-backed	89		80					0		0		88		79								1		1
Other asset-backed	937		927					0		0		340		363								597		564
Total fixed maturities	17,705	[1]	16,217	[2]				156	[1]	217	[2]	16,232	[1]	15,028	[2]							1,317	[1]	972	[2]
Equity securities	111		100					4		3		73		67								34		30
Subtotal	17,816		16,317					160		220		16,305		15,095						1,351	1,002	1,351		1,002
Short-term investments	154		225					0		0		154		225								0		0
GMIB assets	622	[3]	712	[4]				0	[3]	0	[4]	0	[3]	0	[4]							622	[3]	712	[4]
Other derivative assets	41	[5]	45	[6]				0	[5]	0	[6]	41	[5]	45	[6]							0	[5]	0	[6]
Total financial assets at fair value, excluding separate accounts	18,633		17,299					160		220		16,500		15,365								1,973		1,714
Financial liabilities at fair value:
GMIB liabilities	1,170		1,333					0		0		0		0								1,170		1,333
Other derivative liabilities	31	[5]	30	[6]				0	[5]	0	[6]	31	[5]	30	[6]							0	[5]	0	[6]
Total financial liabilities at fair value	1,201		1,363					0		0		31		30								1,170		1,333
Percentage of GMIB exposure covered by retrocessional coverage	55.00%				55.00%	55.00%	45.00%
Unrealized Appreciation Settlement Annuity	875		826																	108	115
Other Derivative Interest Rate And Foreign Currency Swap Hedges																$ 5	$ 10	$ 36	$ 35

[1] Fixed maturities included $875 million of net appreciation required to adjust future policy benefits for the run-off settlement annuity business including $108 million of appreciation for securities classified in Level 3.

[2] Fixed maturities included $826 million of net appreciation required to adjust future policy benefits for the run-off settlement annuity business including $115 million of appreciation for securities classified in Level 3.

[3] The GMIB assets represent retrocessional contracts in place from two external reinsurers that cover 55% of the exposures on these contracts. Effective February 4, 2013, the Company reinsured the remaining 45% of the exposures on these contracts.

[4] The GMIB assets represent retrocessional contracts in place from two external reinsurers which cover 55% of the exposures on these contracts.

[5] Other derivative assets included $5 million of interest rate and foreign currency swaps qualifying as cash flow hedges and $36 million of interest rate swaps not designated as accounting hedges. Other derivative liabilities reflected foreign currency and interest rate swaps qualifying as cash flow hedges. See Note 13 for additional information.

[6] Other derivative assets included $10 million of interest rate and foreign currency swaps qualifying as cash flow hedges and $35 million of interest rate swaps not designated as accounting hedges. Other derivative liabilities reflected foreign currency and interest rate swaps qualifying as cash flow hedges. See Note 12 for additional information.