Derivative Financial Instruments - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Derivative [Line Items]
Current credit exposure on derivatives	$ 8,700,000
Cash collateral from counterparties	0	45,600,000
Carrying value of fixed maturity securities posted as collateral to our counterparties	108,600,000	114,900,000
Cash Collateral to counterparties	1,800,000	0
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position	170,500,000	173,700,000
Notional amount of forward starting interest rate swaps to hedge anticipated purchase of long-term bonds	150,000,000	335,000,000
Notional amount of foreign currency cash flow hedges	508,800,000	554,000,000
Cash Flow Hedge Ineffectiveness	0	0	0
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months	41,400,000
Fair Value Hedging [Member]
Derivative [Line Items]
Gain from Components Excluded from Assessment of Fair Value Hedge Effectiveness	0	0	0
Gain (Loss) from Hedged Firm Commitment Not Qualifying as Fair Value Hedge, Net	0	0	0
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
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	(1,200,000)	8,100,000	7,700,000
Receive Fixed/Pay Variable | Swaps
Derivative [Line Items]
Notional Amount of Interest Rate Derivatives Entered Into During the YR	250,000,000
Notional Amount of Fair Value Hedge Instruments	600,000,000	350,000,000
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	$ (6,600,000)	$ (23,200,000)	$ 14,400,000