Derivative Financial Instruments (Details Textual)	3 Months Ended		9 Months Ended					3 Months Ended	9 Months Ended			1 Months Ended			0 Months Ended
	Sep. 30, 2013 USD ($)	Sep. 30, 2012 USD ($)	Sep. 30, 2013 USD ($) agreement	Sep. 30, 2012 USD ($)	Dec. 31, 2012 USD ($)	Sep. 30, 2013 Interest Rate Swap USD ($)	Sep. 30, 2013 Interest Rate Swap AUD	Sep. 30, 2013 Fair Value Hedging Interest Rate Swap USD ($)	Sep. 30, 2013 Fair Value Hedging Interest Rate Swap USD ($)	Sep. 30, 2013 Minimum [Member]	Sep. 30, 2013 Maximum [Member]	Oct. 31, 2013 Subsequent Event Interest Rate Swap USD ($)	Sep. 30, 2013 7.75% Senior Notes	Sep. 30, 2013 7.75% Senior Notes Senior Notes	Nov. 03, 2013 7.75% Senior Notes Senior Notes Subsequent Event USD ($) agreement	Oct. 03, 2013 7.75% Senior Notes Senior Notes Subsequent Event USD ($)
Interest Rate Swaps [Abstract]
Number of interest rates swap agreements			4												4
Notional amount coincide with the terms of the non-recourse debt						$ 100,000,000.0	50,900,000.0
Interest rate	7.75%		7.75%										7.75%	7.75%
Variable interest rate payment to the same counterparties										4.16%	4.29%
Gains (loss) recognized and recorded in earnings related to fair value hedge								600,000	2,200,000
Fair value of the swap assets included as Other Non-Current Assets					6,200,000										4,000,000
Ineffective portion of Fair value interest rate swap	0	0
Proceeds from settlement of notional amount of interest rate swaps												5,100,000
Proceeds from settlement of notional amount derivative, accrued interest												1,100,000
Repurchased amount of aggregate principal																209,100,000
Fixed interest rate on cash flow interest rate derivative	9.70%		9.70%
Net unrealized loss recognized in the periods and recorded in accumulated other comprehensive income, net of tax	0		100,000
Interest Rate Cash Flow Hedge Liability at Fair Value	500,000		500,000		700,000
Ineffective portion of Cash Flow Hedge interest rate swap	$ 0	$ 0	$ 0	$ 0