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Derivative Instruments - Narrative (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Dec. 31, 2014
Derivative [Line Items]          
Cumulative net realized and unrealized loss on life retrocession embedded derivative $ (381,300)   $ (381,300)    
Gross amounts recognized in balance sheet 228,475   228,475   $ 136,659
Net realized and unrealized gains (losses) on derivative instruments 48,509 $ 11,599 65,030 $ 13,409  
Gross amounts not offset in the balance sheet - cash collateral 132,050   132,050   78,580
Net results from structured products 5,257 [1] 34,885 [2] 10,282 [3] 42,838 [4]  
Fair value hedges | Deposit liabilities          
Derivative [Line Items]          
Remaining balance 134,054 $ 142,580 134,054 $ 142,580  
Structured indemnity | Fair value hedges | Deposit liabilities          
Derivative [Line Items]          
Remaining balance 47,000   47,000    
Structured indemnity | Interest expense          
Derivative [Line Items]          
Net results from structured products 28,700        
Derivatives not designated as hedging instruments          
Derivative [Line Items]          
Asset derivative notional amount 599,833   599,833   592,791
Gross amounts recognized in balance sheet [5] 18,800   18,800   14,797
Other non-investment derivatives | Derivatives not designated as hedging instruments | Other credit derivatives          
Derivative [Line Items]          
Asset derivative notional amount 30,281   30,281   31,060
Gross amounts recognized in balance sheet 71   $ 71   $ 60
Net realized and unrealized gains (losses) on derivative instruments $ 100        
[1] The net results from P&C structured products include net investment income and interest expense of $16.0 million and $10.6 million, respectively.
[2] The net results from P&C structured products include net investment income and interest credit of $16.9 million and $18.2 million, respectively.
[3] The net results from P&C structured products include net investment income and interest expense of $31.1 million and $20.6 million, respectively.
[4] The net results from P&C structured products include net investment income and interest credit of $35.7 million and $7.4 million, respectively.
[5] Derivative instruments in an asset or liability position are included within Other assets or Other liabilities, respectively, in the balance sheets on a net basis where the Company has both a legal right of offset and the intention to settle the contracts on a net basis.