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Derivative Instruments - Components of life retrocession embedded derivative (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 9 Months Ended
Sep. 30, 2014
Sep. 30, 2013
Sep. 30, 2014
Sep. 30, 2013
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ 5,131 $ 880 $ 18,540 $ 3,660
Life Funds Withheld Assets
       
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative (172,077) 0 (189,623) 0
Net adjustments related to future policy benefit reserves, net of tax (18,376)   (18,376)  
Net realized and unrealized gains (losses) on derivative instruments - Life Funds Withheld Assets (10,811) 0 (10,811) 0
Net realized and unrealized gains (losses) on derivative instruments (201,264) 0 (218,810) 0
Life Funds Withheld Assets | Interest Income [Member]
       
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative (59,424) 0 (79,368) 0
Life Funds Withheld Assets | Net realized and unrealized gains (losses) on derivative instruments
       
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative (113,916) 0 (112,023) 0
Life Funds Withheld Assets | Other Income [Member]
       
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative 1,263 0 1,768 0
Life Funds Withheld Assets | Unrealized gains (losses) on investments
       
Derivative [Line Items]        
Net adjustments related to future policy benefit reserves, net of tax $ (18,376) $ 0 $ (18,376) $ 0