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Summary of Significant Accounting Policies (table)
12 Months Ended
Dec. 31, 2016
Summary of Significant Accounting Policies disclosure  
Key assumptions used in estimation of present value of structured fixed maturity securities [Table Text Block]

 

(at December 31, 2016)

 

Prime

 

Alt-A

 

Sub-Prime

 

 

 

 

 

 

 

 

 

Voluntary prepayment rates

 

0% - 35

%

4% - 15

%

3% - 12

%

Percentage of remaining pool liquidated due to defaults

 

0% - 46

%

20% - 73

%

22% - 52

%

Loss severity

 

30% - 65

%

42% - 90

%

75% - 110

%