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Derivative Instruments (Tables)
12 Months Ended
Dec. 31, 2015
Summarized Information of Location and Gross Amount of Derivatives' Fair Value in Consolidated Balance Sheets

The following table summarizes information on the location and the gross amount of the derivatives’ fair value on the consolidated balance sheets as of December 31, 2015 and 2014:

 

(Dollars in thousands)

Derivatives Not Designated as Hedging

Instruments under ASC 815

  

Balance Sheet
Location

   December 31, 2015     December 31, 2014  
      Notional
Amount
     Fair
Value
    Notional
Amount
     Fair Value  

Interest rate swap agreements

   Other liabilities    $ 200,000       $ (15,256   $ 200,000       $ (13,675
Summary of Net Losses Included in Consolidated Statement of Operations for Changes in Fair Value of Derivatives and Periodic net Interest Settlements Under Derivatives

The following table summarizes the net gains (losses) included in the consolidated statement of operations for changes in the fair value of the derivatives and the periodic net interest settlements under the derivatives for the years ended December 31, 2015, 2014, and 2013:

 

(Dollars in thousands)

  

Statement of Operations Line

   Years Ended December 31,  
      2015     2014     2013  

Interest rate swap agreements

   Net realized investment gains (losses)    $ (6,988   $ (20,836   $ 1,427