Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Derivative [Line Items]
Current credit exposure on derivatives	$ 8,700,000
Cash collateral from counterparties	42,600,000		45,600,000
Carrying value of fixed maturity securities posted as collateral to our counterparties	135,100,000		114,900,000
Cash Collateral to counterparties	0		0
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position	174,300,000		173,700,000
Notional amount of foreign currency cash flow hedges	550,100,000		554,000,000
Notional Value	290,000,000		335,000,000
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months	36,200,000
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0.0	0
Forward Contracts [Member]
Derivative [Line Items]
Gain (Loss) on Sale of Derivatives	100,000
Interest Rate Contract [Member]
Derivative [Line Items]
Notional Value	35,000,000	19,900,000
Receive Variable/Pay Fixed | Swaps
Derivative [Line Items]
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		174,000,000
Hedged benchmark interest rate, on the related interest rate swaps	1,700,000	2,600,000
Receive Fixed/Pay Variable | Swaps
Derivative [Line Items]
Hedged benchmark interest rate, on the related interest rate swaps		2,100,000
Notional Amount of Fair Value Hedge Instruments	$ 350,000,000		$ 350,000,000