XML 35 R56.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value Measurements (Details 3) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 12 Months Ended
Sep. 30, 2014
Dec. 31, 2013
Significant unobservable inputs used during the valuation of assets categorized within Level 3 of the recurring fair value measurements table    
Fixed maturities, available-for-sale $ 17,293,066 $ 18,469,544
Recurring basis | Level 3
   
Significant unobservable inputs used during the valuation of assets categorized within Level 3 of the recurring fair value measurements table    
Fixed maturities, available-for-sale 216,032 259,642
Fixed maturities available-for-sale, Asset-backed securities | Recurring basis | Internal model pricing | Weighted average
   
Unobservable Input    
Prepayment speed assumption (as a percent) 8.00% 9.00%
Constant default rate assumption (as a percent) 5.00% 5.00%
Internally calculated liquidity premium adjustment included in Adjusted ABX Index spread assumption 0.0217 0.0217
Fair Value Inputs, Adjusted Asset Backed Securities Index 0.0505 [1] 0.0455 [1]
Fixed maturities available-for-sale, Asset-backed securities | Recurring basis | Internal model pricing | Minimum
   
Unobservable Input    
Constant default rate assumption (as a percent) 2.00% 2.00%
Fair Value Inputs, Adjusted Asset Backed Securities Index 0.0293 0.0327
Fixed maturities available-for-sale, Asset-backed securities | Recurring basis | Internal model pricing | Maximum
   
Unobservable Input    
Constant default rate assumption (as a percent) 12.70% 12.90%
Fair Value Inputs, Adjusted Asset Backed Securities Index 0.0613 0.0647
Fixed maturities available-for-sale, Asset-backed securities | Recurring basis | Level 3 | Internal model pricing
   
Significant unobservable inputs used during the valuation of assets categorized within Level 3 of the recurring fair value measurements table    
Fixed maturities, available-for-sale $ 209,888 [2] $ 252,902 [2]
[1] Includes an internally calculated liquidity premium adjustment of 2.17%.
[2] Includes home improvement loans only.