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Fair Value Measurements - Unobservable inputs used in determining fair value of embedded derivatives (Details) - Embedded derivatives
9 Months Ended
Sep. 30, 2016
Unobservable inputs used by management in determining fair value of embedded derivatives  
Risk margin for uncertainty in cash flows 0.58%
Minimum  
Unobservable inputs used by management in determining fair value of embedded derivatives  
Adjustment for insurance subsidiary's credit risk 0.40%
Surrenders 3.00%
Partial surrenders 2.00%
Annuitizations 0.25%
Deaths 1.50%
Budgeted option costs 1.75%
Maximum  
Unobservable inputs used by management in determining fair value of embedded derivatives  
Adjustment for insurance subsidiary's credit risk 2.90%
Surrenders 21.00%
Partial surrenders 10.00%
Annuitizations 1.00%
Deaths 4.00%
Budgeted option costs 3.50%