v2.4.0.6
Derivatives (Narrative) (Details) (USD $)
3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Dec. 31, 2011
Derivatives, Fair Value [Line Items]          
Credit default swap, notional value $ 33,100,000   $ 33,100,000   $ 33,100,000
Credit default swap, exposure to loss, maximum per reference entity 20,000,000   20,000,000    
Credit default swap, fair value 15,600,000   15,600,000   29,300,000
Gain (loss) on derivative instrument recognized in earnings $ 1,500,000 $ (3,300,000) $ 13,700,000 $ (2,700,000)  
Weighted average expected default rate 3.00%   3.00%   9.00%
Weighted average expected recovery rate 39.00%   39.00%   39.00%
Minimum [Member]
         
Derivatives, Fair Value [Line Items]          
Expected default rate 1.00%   1.00%   2.00%
Credit derivative expected recovery rate 20.00%   20.00%   19.00%
Maximum [Member]
         
Derivatives, Fair Value [Line Items]          
Expected default rate 33.00%   33.00%   37.00%
Credit derivative expected recovery rate 40.00%   40.00%   52.00%