XML 24 R124.htm IDEA: XBRL DOCUMENT v2.4.1.9
Fair Value Measurements - Quantitative Information about Significant Unobservable Inputs (Details) (Market Approach Valuation Technique [Member], Fair Value, Inputs, Level 3 [Member], USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Collateralized Loan Obligations [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 64.4us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
44.7us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Collateralized Loan Obligations [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 2.70%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
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/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
3.20%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
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/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Collateralized Loan Obligations [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 8.10%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
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/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
6.80%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Collateralized Loan Obligations [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 5.20%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
4.30%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Other Debt Obligations [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 21.6us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
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/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
20.1us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_OtherDebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Investments in Fixed Maturities [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 435.6us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_DebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
420.7us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_DebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 107.0us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
108.5us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 2.80%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
1.00%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 6.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
6.00%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 3.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
4.30%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt Obligations [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 92.7us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
93.9us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt Obligations [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 3.80%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
4.20%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
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= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt Obligations [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 14.50%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
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= us-gaap_MarketApproachValuationTechniqueMember
15.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
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= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt Obligations [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 10.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
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= us-gaap_FairValueInputsLevel3Member
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= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
8.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
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/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Subordinated Debt [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 149.9us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
153.5us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Subordinated Debt [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 8.20%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
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/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
8.80%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
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= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Subordinated Debt [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 21.00%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
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= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
26.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
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/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
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= us-gaap_FairValueInputsLevel3Member
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/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Subordinated Debt [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 13.40%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
14.20%us-gaap_FairValueInputsDiscountRate
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= us-gaap_JuniorSubordinatedDebtMember
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= us-gaap_WeightedAverageMember
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