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Derivative Instruments - Derivatives Designated As Fair Value Hedges (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized in income from ineffective portion of fair value hedges $ 0 $ (2,050) $ 0 $ (256)
Derivatives designated as hedging instruments | Fair value hedges | Net realized and unrealized gains (losses) on derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized in income 0 (9,132) 0 (15,663)
Amount of gain (loss) recognized in income from ineffective portion of fair value hedges 0 (2,050) 0 (256)
Derivatives designated as hedging instruments | Fair value hedges | Net realized and unrealized gains (losses) on derivative instruments | Interest rate contracts        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized in income 0 0 0 0
Derivatives designated as hedging instruments | Fair value hedges | Net realized and unrealized gains (losses) on derivative instruments | Foreign exchange contracts        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized in income 0 (9,132) 0 (15,663)
Derivatives designated as hedging instruments | Fair value hedges | Net realized and unrealized gains (losses) on derivative instruments | Fixed maturity investments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized in income $ 0 $ 7,082 $ 0 $ 15,407