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Derivative Financial Instruments - Additional Information (Detail) (USD $)
3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Dec. 31, 2011
Derivative [Line Items]          
Current credit exposure on derivatives $ 10,500,000   $ 10,500,000    
Cash collateral from counterparties 34,500,000   34,500,000   45,600,000
Carrying value of fixed maturity securities posted as collateral to our counterparties 113,900,000   113,900,000   114,900,000
Cash Collateral to counterparties 0   0   0
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position 165,700,000   165,700,000   173,700,000
Notional Amount of forward starting interest rate swaps 245,000,000   245,000,000   335,000,000
Notional amount of foreign currency cash flow hedges 540,500,000   540,500,000   554,000,000
Notional Amount Of Derivatives Terminations 75,600,000 89,200,000 159,500,000 175,100,000  
Gain (Loss) Recognized in OCI on Derivatives (Effective Portion) 29,300,000 10,200,000 44,700,000 16,900,000  
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net 0 0 0 0  
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months 38,000,000        
Forward Contracts [Member]
         
Derivative [Line Items]          
Notional Amount Of Derivatives Terminations 21,000,000 12,000,000 56,000,000 31,900,000  
Gain (Loss) Recognized in OCI on Derivatives (Effective Portion) 500,000   600,000 100,000  
Receive Variable/Pay Fixed | Swaps
         
Derivative [Line Items]          
Notional Amount Of Derivatives Terminations 0 0 0 0  
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   174,000,000
Hedged benchmark interest rate, on the related interest rate swaps 1,900,000 3,700,000 200,000 1,100,000  
Receive Fixed/Pay Variable | Swaps
         
Derivative [Line Items]          
Notional Amount Of Derivatives Terminations 45,000,000 50,000,000 90,000,000 105,000,000  
Hedged benchmark interest rate, on the related interest rate swaps 4,200,000 9,300,000 4,200,000 7,200,000  
Notional Amount of receive fixed, pay variable interest rate swap $ 350,000,000   $ 350,000,000   $ 350,000,000