Derivative Financial Instruments - Additional Information (Detail) (USD $)	12 Months Ended				12 Months Ended		12 Months Ended				12 Months Ended				12 Months Ended				12 Months Ended
	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2011 Forward Starting interest rate swap on anticipation of issuance of LT debt [Member]	Sep. 30, 2010 Forward Starting interest rate swap on anticipation of issuance of LT debt [Member]	Dec. 31, 2011 Forward Contracts [Member]	Dec. 31, 2010 Forward Contracts [Member]	Dec. 31, 2009 Forward Contracts [Member]	Dec. 31, 2008 Forward Contracts [Member]	Dec. 31, 2011 Interest Rate Contract [Member]	Dec. 31, 2010 Interest Rate Contract [Member]	Dec. 31, 2009 Foreign Exchange Contracts	Dec. 31, 2008 Embedded Derivative in Modified Coinsurance Arrangement	Dec. 31, 2011 Receive Variable/Pay Fixed Swaps	Dec. 31, 2010 Receive Variable/Pay Fixed Swaps	Dec. 31, 2009 Receive Variable/Pay Fixed Swaps	Dec. 31, 2008 Receive Variable/Pay Fixed Swaps	Dec. 31, 2011 Receive Fixed/Pay Variable Swaps	Dec. 31, 2010 Receive Fixed/Pay Variable Swaps	Dec. 31, 2009 Receive Fixed/Pay Variable Swaps	Dec. 31, 2008 Receive Fixed/Pay Variable Swaps
Derivative [Line Items]
Current credit exposure on derivatives	$ 19,900,000
Cash collateral from counterparties	45,600,000	39,100,000
Carrying value of fixed maturity securities posted as collateral to our counterparties	114,900,000	158,800,000
Cash Collateral to counterparties	0
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position	173,700,000	199,600,000
Notional amount of forward starting interest rate swaps to hedge anticipated purchase of long-term bonds	335,000,000	540,000,000				250,000,000					46,900,000	115,600,000
Notional amount of foreign currency cash flow hedges	554,000,000	617,900,000
Notional Value	1,413,000,000	1,681,900,000	1,620,700,000	2,532,100,000			0	0	4,800,000	266,300,000				50,000,000	174,000,000	174,000,000	174,000,000	174,000,000	685,000,000	890,000,000	780,000,000	1,160,000,000
Notional amount of terminated swaps	315,800,000	654,400,000	988,200,000				46,900,000	120,400,000	267,400,000						0	250,000,000	0		205,000,000	240,000,000	380,000,000
Derivative Instruments Gain Loss Included in Accumulated Other Comprehensive Loss Income					18,500,000						(400,000)
Notional amount of receive variable, pay fixed interest rate swaps to hedge changes in fair value of certain fixed rate securities held															174,000,000
Gain (Loss) recognized in other comprehensive inocme on the termination of derivative instruments used to hedge interest rate risk												1,000,000	42,000,000
Gain (Loss) on Sale of Derivatives			56,300,000
Derivative, Net Hedge Ineffectiveness Gain (Loss)			14,300,000
Cash Flow Hedge Ineffectiveness			12,300,000
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months	35,100,000
Hedged benchmark interest rate, on the related interest rate swaps															8,100,000	7,700,000	(15,300,000)		(23,200,000)	14,400,000
Notional Amount of Fair Value Hedge Instruments																				350,000,000
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	$ 0.0