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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Jun. 30, 2015
Dec. 31, 2014
Total fixed maturities and short-term investments AFS    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value $ 10,056,125 $ 2,896,210
Less than 12 months Gross Unrealized Losses (147,738) (61,772)
Equal to or greater than 12 months Fair Value 1,734,541 2,745,705
Equal to greater than 12 months Gross Unrealized Losses (108,226) (125,574)
U.S. Government and Government - Related/Supported    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,721,385 251,091
Less than 12 months Gross Unrealized Losses (12,211) (1,196)
Equal to or greater than 12 months Fair Value 109,027 342,890
Equal to greater than 12 months Gross Unrealized Losses (4,666) (5,603)
RMBS - Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,136,559 134,535
Less than 12 months Gross Unrealized Losses (12,171) (220)
Equal to or greater than 12 months Fair Value 245,806 512,652
Equal to greater than 12 months Gross Unrealized Losses (8,649) (10,563)
RMBS - Non-Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 45,052 45,378
Less than 12 months Gross Unrealized Losses (1,959) (1,358)
Equal to or greater than 12 months Fair Value 197,361 202,700
Equal to greater than 12 months Gross Unrealized Losses (15,962) (16,797)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 295,914 78,356
Less than 12 months Gross Unrealized Losses (5,263) (385)
Equal to or greater than 12 months Fair Value 100,100 169,065
Equal to greater than 12 months Gross Unrealized Losses (3,048) (4,877)
Collateralized debt obligations    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 39,969 249,803
Less than 12 months Gross Unrealized Losses (5,506) (2,666)
Equal to or greater than 12 months Fair Value 322,684 414,516
Equal to greater than 12 months Gross Unrealized Losses (19,067) (24,503)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,014,257 143,044
Less than 12 months Gross Unrealized Losses (6,535) (2,813)
Equal to or greater than 12 months Fair Value 59,985 57,544
Equal to greater than 12 months Gross Unrealized Losses (5,392) (3,232)
US States and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 706,360 32,187
Less than 12 months Gross Unrealized Losses (10,617) (210)
Equal to or greater than 12 months Fair Value 17,546 63,695
Equal to greater than 12 months Gross Unrealized Losses (1,181) (994)
Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,736,079 624,346
Less than 12 months Gross Unrealized Losses (38,213) (19,043)
Equal to or greater than 12 months Fair Value 459,362 558,422
Equal to greater than 12 months Gross Unrealized Losses (33,833) (43,251)
Equities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 267,759 191,193
Less than 12 months Gross Unrealized Losses (26,787) (26,230)
Equal to or greater than 12 months Fair Value 0 0
Equal to greater than 12 months Gross Unrealized Losses 0 0
Financial Services Sector [Member] | Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,054,854 387,619
Less than 12 months Gross Unrealized Losses (13,737) (5,858)
Equal to or greater than 12 months Fair Value 76,450 105,155
Equal to greater than 12 months Gross Unrealized Losses (6,846) (7,097)
Non-Financial Services Sector [Member] | Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,305,696 949,851
Less than 12 months Gross Unrealized Losses (41,526) (28,023)
Equal to or greater than 12 months Fair Value 146,220 319,066
Equal to greater than 12 months Gross Unrealized Losses $ (9,582) $ (8,657)