XML 102 R113.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivatives (Level 3 Derivative Instruments) (Details) (White Mountains Life Re, USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Discounted cash flows
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Fair value Liabilities 0.7us-gaap_LiabilitiesFairValueDisclosure
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Equity Index Options | Counterparty valuations [Member]
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Fair value Liabilities 11.7us-gaap_LiabilitiesFairValueDisclosure
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Equity Index Options | Counterparty valuations [Member] | Minimum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Adjustment to counterparty valuations 0.70%wtm_FairValueInputsSignificantUnobservableInputsForEquityIndexOptions
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Equity Index Options | Counterparty valuations [Member] | Maximum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Adjustment to counterparty valuations 6.50%wtm_FairValueInputsSignificantUnobservableInputsForEquityIndexOptions
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Equity Index Options | Counterparty valuations [Member] | Weighted Average
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Adjustment to counterparty valuations 2.00%wtm_FairValueInputsSignificantUnobservableInputsForEquityIndexOptions
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Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Mortality 0.00%wtm_FairValueInputsMortality
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= wtm_DiscountedCashFlowValuationTechniqueMember
Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Mortality 5.90%wtm_FairValueInputsMortality
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/ us-gaap_ValuationTechniqueAxis
= wtm_DiscountedCashFlowValuationTechniqueMember
Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Mortality 1.00%wtm_FairValueInputsMortality
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= wtm_DiscountedCashFlowValuationTechniqueMember
Foreign Exchange Option [Member] | Counterparty valuations [Member]
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Fair value Liabilities 7.2us-gaap_LiabilitiesFairValueDisclosure
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Foreign Exchange Option [Member] | Counterparty valuations [Member] | Minimum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Foreign exchange volatilities (0.50%)wtm_FairValueInputsForeignExchangeVolatilities
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/ us-gaap_ValuationTechniqueAxis
= wtm_CounterpartyvaluationsMember
Foreign Exchange Option [Member] | Counterparty valuations [Member] | Maximum
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Foreign exchange volatilities 11.60%wtm_FairValueInputsForeignExchangeVolatilities
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= wtm_CounterpartyvaluationsMember
Foreign Exchange Option [Member] | Counterparty valuations [Member] | Weighted Average
 
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Foreign exchange volatilities 3.60%wtm_FairValueInputsForeignExchangeVolatilities
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= wtm_CounterpartyvaluationsMember
Year Two [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum  
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders 0.10%wtm_FairValueInputsSurrenders
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Foreign exchange volatilities 11.70%wtm_FairValueInputsForeignExchangeVolatilities
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= wtm_DiscountedCashFlowValuationTechniqueMember
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Index volatilities 19.40%wtm_FairValueInputsIndexVolatilities
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Year Two [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum  
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders 40.00%wtm_FairValueInputsSurrenders
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Foreign exchange volatilities 13.80%wtm_FairValueInputsForeignExchangeVolatilities
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= wtm_YearTwoMember
Index volatilities 23.10%wtm_FairValueInputsIndexVolatilities
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= wtm_YearTwoMember
Year Two [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average  
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders 32.10%wtm_FairValueInputsSurrenders
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= wtm_DiscountedCashFlowValuationTechniqueMember
/ wtm_VolatilityYearAxis
= wtm_YearTwoMember
Foreign exchange volatilities 12.60%wtm_FairValueInputsForeignExchangeVolatilities
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Index volatilities 21.80%wtm_FairValueInputsIndexVolatilities
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Year One [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Minimum  
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders 0.20%wtm_FairValueInputsSurrenders
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Foreign exchange volatilities 12.60%wtm_FairValueInputsForeignExchangeVolatilities
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Index volatilities 24.00%wtm_FairValueInputsIndexVolatilities
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= wtm_YearOneMember
Year One [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Maximum  
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders 40.00%wtm_FairValueInputsSurrenders
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Foreign exchange volatilities 15.10%wtm_FairValueInputsForeignExchangeVolatilities
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Index volatilities 26.60%wtm_FairValueInputsIndexVolatilities
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Year One [Member] | Variable annuity benefit guarantee liabilities | Discounted cash flows | Weighted Average  
Quantitative information for Level 3 Fair Value Measurements Liabilities  
Surrenders 40.00%wtm_FairValueInputsSurrenders
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Foreign exchange volatilities 13.30%wtm_FairValueInputsForeignExchangeVolatilities
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Index volatilities 25.60%wtm_FairValueInputsIndexVolatilities
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