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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Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement.

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Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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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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This item represents disclosure of all significant concentrations of credit risk or market risk arising from the subject financial instrument (as defined), whether from an individual counterparty or groups of counterparties.

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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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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Derivative
Cash Collateral from Counterparties	$ 15.9		$ 15.9			$ 25.4
Carrying Value of Fixed Maturity Securities Posted as Collateral to Counterparties	50.1		50.1			35.2
Cash Collateral to Counterparties	0.0		0.0			0.0
Aggregate Fair Value of all Derivative Instruments with Credit Risk-related Contingent Features in a Liability Position	52.2		52.2			52.8
Notional Amount of Derivatives	911.1	$ 1,086.9	911.1	$ 1,086.9	$ 1,013.7	1,052.0	$ 1,440.5	$ 1,470.3
Material Ineffectiveness on Cash Flow Hedges	0.0	0.0	0.0	0.0
Gain from Components Excluded from Assessment of Cash Flow Hedge Effectiveness	0.0	0.0	0.0	0.0
Approximate Amount of Net Deferred Gains on Derivative Instruments Expected to be Amortized During the Next Twelve Months			62.1
Notional Amount Of Derivatives Terminations	127.3	357.1	181.6	386.9
Material Ineffectiveness on Fair Value Hedges	0.0	0.0	0.0	0.0
Component of Derivative Gain (Loss) Excluded from the Assessment of Hedge Effectiveness	0.0	0.0	0.0	0.0
Discontinued Hedge Accounting Due to Instrument No Longer Qualifying as Fair Value Hedge	0.0	0.0	0.0	0.0
Notes Issued in 2009
Derivative
Long-term Debt, Current Maturities		350.0		350.0
Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives	192.6		192.6			222.4
Interest Rate Swaps \| Cash Flow Hedging
Derivative
Notional Amount of Derivatives	350.5		350.5			394.1
Receive Variable/Pay Fixed
Derivative
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	0.8	1.7	2.8	4.6
Receive Variable/Pay Fixed \| Not Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives						3.5
Loss on Derivative Contract Termination			0.1
Receive Variable/Pay Fixed \| Fair Value Hedging
Derivative
Notional Amount of Derivatives	48.0		48.0			102.0
Swaps \| Receive Fixed/Pay Variable
Derivative
Notional Amount of Derivatives	250.0	250.0	250.0	250.0	250.0	250.0	600.0	600.0
Notional Amount Of Derivatives Terminations	0.0	350.0	0.0	350.0
Swaps \| Receive Variable/Pay Fixed
Derivative
Notional Amount of Derivatives	48.0	129.5	48.0	129.5	$ 102.0	105.5	$ 126.0	$ 150.0
Notional Amount Of Derivatives Terminations	54.0	0.0	57.5	24.0
Loss on Derivative Contract Termination				1.2
Receive Fixed/Pay Variable
Derivative
Notional Amount of Derivatives	250.0		250.0			250.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	0.3	$ 3.1	(0.3)	$ (3.5)
Credit Default Swaps \| Not Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives	70.0		70.0			70.0
Total Amount
Derivative
Cash Collateral from Counterparties	16.0		16.0			$ 26.1
Credit Exposure
Derivative
Current Credit Exposure on Derivatives	$ 0.2		$ 0.2