XML 98 R66.htm IDEA: XBRL DOCUMENT v2.4.0.6
Fair Value of Financial Instruments - Schedule of Unobservable Inputs Used for Level Three Fair Value Measurements of Financial Instruments on Recurring Basis (Detail) (USD $)
In Millions, unless otherwise specified
6 Months Ended 12 Months Ended
Mar. 31, 2013
Sep. 30, 2012
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 419.0 206.0
Liabilities    
Liabilities, Fair Value Disclosure 1,842.3 1,782.8
Asset-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 5.3 15.9
Commercial mortgage-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 6.2 5.0
Corporates [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 2.6 32.0
Hybrids [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 10.0 0
Broker-quoted [Member] | Asset-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Broker-quoted  
Broker-quoted [Member] | Commercial mortgage-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Market pricing  
Broker-quoted [Member] | Corporates [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Broker-quoted  
Broker-quoted [Member] | Hybrids [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Broker-quoted  
Market pricing [Member] | Corporates [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Broker-quoted  
Assets, Fair Value Disclosure 353.9 103.3
Market pricing [Member] | Hybrids [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Broker-quoted  
Assets, Fair Value Disclosure    8.8
Contingent purchase price reduction receivable [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 41.0 41.0
Contingent purchase price reduction receivable [Member] | Discounted cash flow [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Discounted cash flow  
FIA embedded derivatives, included in contractholder funds [Member]
   
Liabilities    
Liabilities, Fair Value Disclosure 1,639.6 1,550.8
FIA embedded derivatives, included in contractholder funds [Member] | Discounted cash flow [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Discounted cash flow  
Equity conversion feature of preferred stock [Member]
   
Liabilities    
Liabilities, Fair Value Disclosure 202.7 232.0
Equity conversion feature of preferred stock [Member] | Monte Carlo simulation / Option model [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Monte Carlo simulation / Option model  
Minimum [Member] | Asset-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes   100.00%
Minimum [Member] | Corporates [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices 0.00% 0.00%
Offered quotes 88.00% 88.00%
Minimum [Member] | Hybrids [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices   0.00%
Minimum [Member] | Contingent purchase price reduction receivable [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Probability of collection 88.00% 88.00%
Minimum [Member] | FIA embedded derivatives, included in contractholder funds [Member]
   
Liabilities    
Market value of option 0.00% 0.00%
SWAP rates 0.95% 0.76%
Surrender rates 0.50% 2.00%
Non-performance spread 0.25% 0.25%
Minimum [Member] | Equity conversion feature of preferred stock [Member]
   
Liabilities    
Annualized volatility of equity 43.00% 41.00%
Discount yield 11.00% 12.00%
Calibration adjustment 12.00% 10.00%
Maximum [Member] | Asset-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes 109.00% 110.00%
Maximum [Member] | Commercial mortgage-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes   101.00%
Maximum [Member] | Corporates [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices 141.00% 141.00%
Offered quotes 116.00% 158.00%
Maximum [Member] | Hybrids [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices   103.00%
Maximum [Member] | Contingent purchase price reduction receivable [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Probability of collection 96.00% 96.00%
Expected term 9 months 9 months
Discount rate 0.94% 0.72%
Credit insurance risk premium 11.00% 12.00%
Maximum [Member] | FIA embedded derivatives, included in contractholder funds [Member]
   
Liabilities    
Market value of option 35.00% 31.00%
SWAP rates 2.00% 2.00%
Mortality multiplier 80.00% 70.00%
Surrender rates 75.00% 50.00%
Non-performance spread 0.25% 0.25%
Maximum [Member] | Equity conversion feature of preferred stock [Member]
   
Liabilities    
Discount yield   13.00%
Non-cash accretion rate 0.00% 0.00%
Calibration adjustment 14.00% 13.00%
Weighted average [Member] | Asset-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes   103.00%
Weighted average [Member] | Commercial mortgage-backed securities [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes 104.00%  
Weighted average [Member] | Corporates [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices 91.00% 69.00%
Offered quotes 123.00% 98.00%
Weighted average [Member] | Hybrids [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices   25.00%
Offered quotes 100.00%  
Weighted average [Member] | Contingent purchase price reduction receivable [Member]
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Probability of collection 92.00% 92.00%
Weighted average [Member] | FIA embedded derivatives, included in contractholder funds [Member]
   
Liabilities    
Market value of option 4.00% 4.00%
SWAP rates 1.50% 1.00%
Surrender rates 7.00% 7.00%
Non-performance spread 0.25% 0.25%
Weighted average [Member] | Equity conversion feature of preferred stock [Member]
   
Liabilities    
Discount yield   12.00%
Calibration adjustment 13.00% 11.00%