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Weighted-Average Assumptions used under Black-Scholes-Pricing Model to Estimate Fair Value of Each Options Granted (Detail) (USD $)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Weighted Average Grant Date Fair Value	$ 10.16	$ 11.50	$ 11.89
Expected option life	4 years 4 months 24 days	4 years 4 months 24 days	4 years 10 months 24 days
Expected annual voltility	61.00%	61.00%	61.00%
Risk-free interest rate	0.80%	1.20%	2.60%
Dividend yield	2.60%	0.00%	0.00%

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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