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Investments - Available-for-Sale Securities (Detail) (USD $)
In Thousands, unless otherwise specified
Sep. 30, 2012
Sep. 30, 2011
Available-for-sale Securities, Amortized Cost Basis $ 15,278,553 $ 15,236,307
Available-for-sale Securities, Gross Unrealized Gains 1,088,939 653,005
Available-for-sale Securities, Gross Unrealized Losses (30,492) (234,795)
Available-for-sale Securities, Fair Value and Carrying Value 16,337,000 15,654,517
Derivative investments, Amortized Cost 142,123 171,612
Derivative investments, Gross Unrealized Gains 66,973 405
Derivative investments, Gross Unrealized Losses (8,429) (119,682)
Derivative investments, Fair Value and Carrying Value 200,667 52,335
Asset-backed loans and other invested assets, Amortized Cost 198,868 44,279
Asset-backed loans and other invested assets, Gross Unrealized Gains      
Asset-backed loans and other invested assets, Gross Unrealized Losses      
Asset-backed loans and other invested assets 198,868 44,279
Total investments, Amortized Cost 15,619,544 15,452,198
Total investment, Gross Unrealized Gains 1,155,912 653,410
Total investment, Gross Unrealized Losses (38,921) (354,477)
Total investments 16,736,535 15,751,131
Asset-backed securities [Member]
   
Available-for-sale Securities, Amortized Cost Basis 1,010,938 501,469
Available-for-sale Securities, Gross Unrealized Gains 18,553 1,785
Available-for-sale Securities, Gross Unrealized Losses (1,609) (2,770)
Available-for-sale Securities, Fair Value and Carrying Value 1,027,882 500,484
Commercial mortgage-backed securities [Member]
   
Available-for-sale Securities, Amortized Cost Basis 520,043 580,313
Available-for-sale Securities, Gross Unrealized Gains 36,178 3,427
Available-for-sale Securities, Gross Unrealized Losses (2,407) (18,163)
Available-for-sale Securities, Fair Value and Carrying Value 553,814 565,577
Corporates [Member]
   
Available-for-sale Securities, Amortized Cost Basis 10,211,804 11,479,862
Available-for-sale Securities, Gross Unrealized Gains 807,175 506,264
Available-for-sale Securities, Gross Unrealized Losses (9,968) (130,352)
Available-for-sale Securities, Fair Value and Carrying Value 11,009,011 11,855,774
Equity securities [Member]
   
Available-for-sale Securities, Amortized Cost Basis 237,499 292,112
Available-for-sale Securities, Gross Unrealized Gains 11,860 3,964
Available-for-sale Securities, Gross Unrealized Losses (1,272) (9,033)
Available-for-sale Securities, Fair Value and Carrying Value 248,087 287,043
Hybrids [Member]
   
Available-for-sale Securities, Amortized Cost Basis 519,009 699,915
Available-for-sale Securities, Gross Unrealized Gains 18,836 10,429
Available-for-sale Securities, Gross Unrealized Losses (9,550) (51,055)
Available-for-sale Securities, Fair Value and Carrying Value 528,295 659,289
Municipals [Member]
   
Available-for-sale Securities, Amortized Cost Basis 1,083,231 824,562
Available-for-sale Securities, Gross Unrealized Gains 141,854 111,929
Available-for-sale Securities, Gross Unrealized Losses (1,090) (7)
Available-for-sale Securities, Fair Value and Carrying Value 1,223,995 936,484
Agency residential mortgage-backed securities [Member]
   
Available-for-sale Securities, Amortized Cost Basis 149,455 217,354
Available-for-sale Securities, Gross Unrealized Gains 5,769 4,966
Available-for-sale Securities, Gross Unrealized Losses (334) (295)
Available-for-sale Securities, Fair Value and Carrying Value 154,890 222,025
Non-agency residential mortgage-backed securities [Member]
   
Available-for-sale Securities, Amortized Cost Basis 629,122 465,666
Available-for-sale Securities, Gross Unrealized Gains 35,799 1,971
Available-for-sale Securities, Gross Unrealized Losses (4,262) (23,120)
Available-for-sale Securities, Fair Value and Carrying Value 660,659 444,517
U.S. Government Securities [Member]
   
Available-for-sale Securities, Amortized Cost Basis 917,452 175,054
Available-for-sale Securities, Gross Unrealized Gains 12,915 8,270
Available-for-sale Securities, Fair Value and Carrying Value $ 930,367 $ 183,324