Equity (Details) - Schedule of valuation assumptions in Black-Scholes pricing	9 Months Ended	12 Months Ended
Sep. 30, 2019	Dec. 31, 2018	Dec. 31, 2017
Equity [Abstract]
Weighted-average expected stock-price volatility	25.00%	27.00%	28.00%
Weighted-average expected option life	5 years	5 years	5 years
Weighted-average risk-free interest rate	1.70%	2.50%	2.20%
Weighted-average dividend yield	2.00%	2.00%	2.00%

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
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