XML 17 R116.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value of Financial Instruments - Schedule of Unobservable Inputs Used for Level Three Fair Value Measurements of Financial Instruments on Recurring Basis (Detail) (USD $)
In Millions, unless otherwise specified
12 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure $ 523.5 $ 206.0
Liabilities    
Liabilities, Fair Value Disclosure 1,875.2 1,782.8
Hybrids
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 10.7 0
Market pricing | Corporates
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Market Pricing  
Broker-quoted | Asset-backed securities
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 5.0 15.9
Broker-quoted | Commercial mortgage-backed securities
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 5.7 5.0
Broker-quoted | Corporates
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Broker-quoted  
Assets, Fair Value Disclosure 404.5 103.3
Broker-quoted | Hybrids
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Broker-quoted  
Market pricing | Corporates
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 56.6 32.0
Market pricing | Hybrids
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Market Pricing  
Assets, Fair Value Disclosure    8.8
Contingent purchase price reduction receivable
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Assets, Fair Value Disclosure 41.0 41.0
Contingent purchase price reduction receivable | Discounted cash flow
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Discounted cash flow  
FIA embedded derivatives, included in contractholder funds
   
Liabilities    
Liabilities, Fair Value Disclosure 1,544.4 1,550.8
FIA embedded derivatives, included in contractholder funds | Discounted cash flow
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Discounted cash flow  
Equity conversion feature of preferred stock
   
Liabilities    
Liabilities, Fair Value Disclosure $ 330.8 $ 232.0
Equity conversion feature of preferred stock | Monte Carlo simulation / Option model
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Valuation Technique Monte Carlo simulation / Option model  
Minimum | Asset-backed securities
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes 100.00% 100.00%
Minimum | Corporates
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices 0.00% 0.00%
Offered quotes 90.00% 88.00%
Minimum | Hybrids
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices   0.00%
Minimum | Contingent purchase price reduction receivable
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Probability of collection 88.00% 88.00%
Minimum | FIA embedded derivatives, included in contractholder funds
   
Liabilities    
Market value of option 0.00% 0.00%
SWAP rates 2.00% 0.76%
Surrender rates 0.50% 2.00%
Non-performance spread 0.25% 0.25%
Minimum | Equity conversion feature of preferred stock
   
Liabilities    
Annualized volatility of equity      
Discount yield    12.00%
Calibration adjustment 0.00% 10.00%
Maximum | Asset-backed securities
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes 107.00% 110.00%
Maximum | Commercial mortgage-backed securities
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes   101.00%
Maximum | Corporates
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices 131.00% 141.00%
Offered quotes 113.00% 158.00%
Maximum | Hybrids
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices   103.00%
Maximum | Contingent purchase price reduction receivable
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Probability of collection 96.00% 96.00%
Expected term 9 months 9 months
Discount rate 1.00% 0.72%
Credit insurance risk premium 11.00% 12.00%
Maximum | FIA embedded derivatives, included in contractholder funds
   
Liabilities    
Market value of option 38.00% 31.00%
SWAP rates 3.00% 2.00%
Mortality multiplier      
Surrender rates 75.00% 50.00%
Non-performance spread 0.25% 0.25%
Maximum | Equity conversion feature of preferred stock
   
Liabilities    
Discount yield   13.00%
Non-cash accretion rate 0.00% 0.00%
Calibration adjustment 1.00% 13.00%
Weighted average
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Risk-free discount factor 0.999  
Risk-adjusted discount factor 0.995  
Upward movement factor (Mu) 1.1  
Downward movement (Md) 0.9  
Probability of upward movement (Pu) 48.60%  
Probability of downward movement (Pd) 51.40%  
Weighted average | Asset-backed securities
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes 101.00% 103.00%
Weighted average | Commercial mortgage-backed securities
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Offered quotes 96.00%  
Weighted average | Corporates
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices 90.00% 69.00%
Offered quotes 97.00% 98.00%
Weighted average | Hybrids
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Quoted prices   25.00%
Offered quotes 25.00%  
Weighted average | Contingent purchase price reduction receivable
   
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]    
Probability of collection 92.00% 92.00%
Weighted average | FIA embedded derivatives, included in contractholder funds
   
Liabilities    
Market value of option 4.00% 4.00%
SWAP rates 2.00% 1.00%
Mortality multiplier 80.00% 70.00%
Surrender rates 7.00% 7.00%
Non-performance spread 0.25% 0.25%
Weighted average | Equity conversion feature of preferred stock
   
Liabilities    
Annualized volatility of equity 42.00% 41.00%
Discount yield 11.00% 12.00%
Calibration adjustment 0.30% 11.00%