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Derivative Instruments - Components of life retrocession embedded derivative (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ 48,509 $ 11,599 $ 65,030 $ 13,409
Life Funds Withheld Assets        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative 273,224 (17,546) 69,494 (17,546)
Net adjustments related to future policy benefit reserves, net of tax (35,929)   (47,883)  
Net realized and unrealized gains (losses) on derivative instruments - Life Funds Withheld Assets 1,879 0 (11,804) 0
Net realized and unrealized gains (losses) on derivative instruments 239,174 (17,546) 9,807 (17,546)
Life Funds Withheld Assets | Interest income        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative (47,873) (19,944) (98,869) (19,944)
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 321,038 1,893 168,208 1,893
Life Funds Withheld Assets | Other income        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative $ 59 505 $ 155 505
Life Funds Withheld Assets | Unrealized gains (losses) on investments        
Derivative [Line Items]        
Net adjustments related to future policy benefit reserves, net of tax   $ 0   $ 0