Investments (Summary Of Significant Inputs Considered In Determining The Measurement Of Credit Losses On Securities) (Detail)	12 Months Ended
	Dec. 31, 2012		Dec. 31, 2011
Other Than Temporary Impairment Credit Losses Recognized In Earnings [Line Items]
Expected size of losses, Weighted average	87.67%	[1],[2]	55.40%	[1],[2]
Current subordination levels, Weighted average	0.00%	[2],[3]	1.53%	[2],[3]
Prepayment speed (annual constant prepayment rate), Weighted average	11.93%	[2],[4]	12.67%	[2],[4]
Minimum [Member]
Other Than Temporary Impairment Credit Losses Recognized In Earnings [Line Items]
Expected size of losses, Range	12.13%	[1],[5]	2.48%	[1],[5]
Current subordination levels, Range	0.00%	[3],[5]	0.00%	[3],[5]
Prepayment speed (annual constant prepayment rate), Range	0.00%	[4],[5]	0.00%	[4],[5]
Maximum [Member]
Other Than Temporary Impairment Credit Losses Recognized In Earnings [Line Items]
Expected size of losses, Range	97.70%	[1],[5]	100.00%	[1],[5]
Current subordination levels, Range	0.00%	[3],[5]	35.46%	[3],[5]
Prepayment speed (annual constant prepayment rate), Range	30.91%	[4],[5]	100.00%	[4],[5]

[1] Represents future expected credit losses on impaired assets expressed as a percentage of total outstanding balance.

[2] Calculated by weighting the relevant input/assumption for each individual security by the outstanding notional of the security.

[3] Represents current level of credit protection (subordination) for the securities, expressed as a percentage of the balance of the collateral group backing the bond.

[4] Values represent high and low points of lifetime vectors of constant prepayment rates.

[5] Represents the range of inputs/assumptions based upon the individual securities within each category.