Derivative Financial Instruments - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
Derivative
Credit Exposure on Derivatives	$ 0.2
Cash collateral from counterparties	2.8		1.1
Carrying value of fixed maturity securities posted as collateral to our counterparties	80.4		95.6
Cash Collateral to counterparties	0		0
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position	117.7		135.6
Derivative, Notional Amount	1,469.5	1,444.8	1,477.4	1,432.8
Material Ineffectiveness on Cash Flow Hedges	0	0
Gain from Components Excluded from Assessment of Cash Flow Hedge Effectiveness	0	0
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months	47.3
Before Tax Reclassification from AOCI on Derivatives Instruments	10.6	1.2
Material Ineffectiveness on Fair Value Hedges	0	0
Gain (Loss) from Components Excluded from Assessment of Fair Value Hedge Effectiveness, Net	0	0
Discontinued Hedge Accounting Due to Instrument No Longer Qualifying as FV Hedge	0	0
Subsequent Event
Derivative
Before Tax Reclassification from AOCI on Derivatives Instruments	13.0
Foreign Currency Swap | Cash Flow Hedge
Derivative
Derivative, Notional Amount	622.5		630.4
Receive Variable/Pay Fixed | Interest Rate Swaps
Derivative
Derivative, Notional Amount	150.0		150.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	(1.4)	(2.4)
Receive Fixed/Pay Variable | Interest Rate Swaps
Derivative
Derivative, Notional Amount	600.0		600.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	(1.6)	4.1
Credit Default Swaps
Derivative
Derivative, Notional Amount	$ 97.0		$ 97.0