Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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The fair value of available-for-sale securities that serve as collateral for borrowings.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The amount recognized in earnings related to the change in fair value during the period of derivative or nonderivative instruments designated as fair value hedging instruments.

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The amount of the obligation to return cash collateral under master netting arrangements that have not been offset against net derivative instrument positions.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings.

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Net gain (loss) relating to components of the gain (loss) on the fair value hedging instrument excluded from the assessment of fair value hedge effectiveness. Recognized in earnings.

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Amount of net gain (loss) recognized in earnings when a hedged firm commitment no longer qualifies as a fair value hedge.

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The gain recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

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Gain recognized in earnings during the reporting period representing the amount of the fair value hedges' ineffectiveness.

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Aggregate notional amount of all derivatives designated as a fair value hedging instrument. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

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Aggregate notional amount of all foreign currency derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Derivative Financial Instruments - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2012	Dec. 31, 2011
Derivative [Line Items]
Credit Exposure on Derivatives	$ 0.3		$ 0.3			$ 8.7
Cash collateral from counterparties	(0.3)		(0.3)			0
Carrying value of fixed maturity securities posted as collateral to our counterparties	79.8		79.8			108.6
Cash Collateral to counterparties	0		0			1.8
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position	137.6		137.6			170.5
Notional amount of forward starting interest rate swaps to hedge anticipated purchase of long-term bonds	75.0		75.0			150.0
Notional amount of foreign currency cash flow hedges	474.7		474.7			508.8
Derivative, Notional Amount	1,403.7	1,309.5	1,403.7	1,309.5	1,444.8	1,432.8	1,364.1	1,413.0
Gain on Cash Flow Hedge Ineffectiveness	0	0	0	0
Gain from Components Excluded from Assessment of Cash Flow Hedge Effectiveness	0	0	0	0
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months			44.4
Gain (Loss) from Components Excluded from Assessment of Fair Value Hedge Effectiveness, Net	0	0	0	0
Options Held on U.S. Treasury Rates
Derivative [Line Items]
Derivative, Notional Amount	10.0	0	10.0	0	0	0	0	0
Fair Value Hedging [Member]
Derivative [Line Items]
Gain (Loss) on Fair Value Hedge Ineffectiveness	0	0	0	0
Gain (Loss) from Hedged Firm Commitment Not Qualifying as Fair Value Hedge, Net			0
Receive Variable/Pay Fixed \| Swaps
Derivative [Line Items]
Derivative, Notional Amount	174.0	174.0	174.0	174.0	174.0	174.0	174.0	174.0
Notional Amount of Interest Rate Fair Value Hedge Derivatives	174.0		174.0			174.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	4.4	1.9	6.8	0.2
Receive Fixed/Pay Variable \| Swaps
Derivative [Line Items]
Derivative, Notional Amount	675.0	595.0	675.0	595.0	710.0	750.0	640.0	685.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	15.0	4.2	19.1	4.2
Notional Amount of Fair Value Hedge Instruments	600.0		600.0			600.0
Credit Default Swaps
Derivative [Line Items]
Derivative, Notional Amount	70.0		70.0			0
Credit Default Swaps \| Swaps
Derivative [Line Items]
Derivative, Notional Amount	$ 70.0	$ 0	$ 70.0	$ 0	$ 70.0	$ 0	$ 0	$ 0