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Investments - Contractual maturities of available for sale securities (Details) - USD ($)
$ in Thousands
Sep. 30, 2015
Dec. 31, 2014
Fixed Maturities - AFS    
Amortized cost of fixed maturities $ 32,207,019 $ 27,728,771
Fixed maturities, at fair value 33,276,322 29,359,034
Trading Securities, Debt, Amortized Cost 933,872 1,180
Trading Securities Debt Maturities And Short Term Investments 914,337 1,171
Excluding Life Funds Withheld Assets    
Fixed Maturities - AFS    
Due less than one year, amortized cost 2,235,684 1,972,224
Due less than one year, fair value 2,240,138 1,980,429
Due after 1 through 5 years, amortized cost 12,528,098 8,919,037
Due after 1 through 5 years, fair value 12,699,855 9,113,651
Due after 5 through 10 years, amortized cost 5,429,115 4,232,396
Due after 5 through 10 years, fair value 5,518,600 4,412,569
Due after 10 years, amortized cost 1,439,435 1,494,315
Due after 10 years, fair value 1,537,069 1,705,022
Subtotal - amortized cost 21,632,332 16,617,972
Subtotal - fair value 21,995,662 17,211,671
Mortgage and asset backed securities - amortized cost 7,512,068 6,809,460
Mortgage and asset backed securities - fair value 7,642,299 6,965,798
Amortized cost of fixed maturities 29,144,400 23,427,432
Fixed maturities, at fair value 29,637,961 24,177,469
Excluding Life Funds Withheld Assets | RMBS - Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 3,831,823 3,625,171
Mortgage and asset backed securities - fair value 3,923,489 3,728,576
Amortized cost of fixed maturities 3,831,823 3,625,171
Fixed maturities, at fair value 3,923,489 3,728,576
Excluding Life Funds Withheld Assets | RMBS - Non-Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 351,793 404,398
Mortgage and asset backed securities - fair value 362,965 427,351
Amortized cost of fixed maturities 351,793 404,398
Fixed maturities, at fair value 362,965 427,351
Excluding Life Funds Withheld Assets | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 837,416 1,033,819
Mortgage and asset backed securities - fair value 850,084 1,052,544
Amortized cost of fixed maturities 837,416 1,033,819
Fixed maturities, at fair value 850,084 1,052,544
Excluding Life Funds Withheld Assets | Collateralized debt obligations    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 419,019 717,544
Mortgage and asset backed securities - fair value 410,163 692,034
Amortized cost of fixed maturities 419,019 717,544
Fixed maturities, at fair value 410,163 692,034
Excluding Life Funds Withheld Assets | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 2,072,017 1,028,528
Mortgage and asset backed securities - fair value 2,095,598 1,065,293
Amortized cost of fixed maturities 2,072,017 [1] 1,028,528 [2]
Fixed maturities, at fair value 2,095,598 [1] 1,065,293 [2]
Life Funds Withheld Assets    
Fixed Maturities - AFS    
Due less than one year, amortized cost 93,671 117,048
Due less than one year, fair value 104,481 125,326
Due after 1 through 5 years, amortized cost 441,114 638,526
Due after 1 through 5 years, fair value 472,560 685,787
Due after 5 through 10 years, amortized cost 585,388 1,004,698
Due after 5 through 10 years, fair value 671,738 1,165,348
Due after 10 years, amortized cost 1,653,413 2,059,637
Due after 10 years, fair value 2,055,898 2,649,279
Subtotal - amortized cost 2,773,586 3,819,909
Subtotal - fair value 3,304,677 4,625,740
Mortgage and asset backed securities - amortized cost 289,033 481,430
Mortgage and asset backed securities - fair value 333,684 555,825
Amortized cost of fixed maturities 3,062,619 4,301,339
Fixed maturities, at fair value 3,638,361 5,181,565
Trading Securities, Debt, Amortized Cost 1,004,755 1,180
Trading Securities Debt Maturities And Short Term Investments 985,223 1,171
Life Funds Withheld Assets | RMBS - Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 652 3,301
Mortgage and asset backed securities - fair value 814 3,782
Amortized cost of fixed maturities 652 3,301
Fixed maturities, at fair value 814 3,782
Life Funds Withheld Assets | RMBS - Non-Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 25,341 71,075
Mortgage and asset backed securities - fair value 28,833 85,335
Amortized cost of fixed maturities 25,341 71,075
Fixed maturities, at fair value 28,833 85,335
Life Funds Withheld Assets | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 121,266 168,886
Mortgage and asset backed securities - fair value 141,166 193,167
Amortized cost of fixed maturities 121,266 168,886
Fixed maturities, at fair value 141,166 193,167
Trading Securities, Debt, Amortized Cost 5,002  
Trading Securities Debt Maturities And Short Term Investments 4,982  
Life Funds Withheld Assets | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 141,774 238,168
Mortgage and asset backed securities - fair value 162,871 273,541
Amortized cost of fixed maturities 141,774 238,168
Fixed maturities, at fair value 162,871 273,541
Trading Securities, Debt, Amortized Cost 20,119  
Trading Securities Debt Maturities And Short Term Investments 19,872  
Life Funds Withheld Assets | Cost    
Fixed Maturities - AFS    
Due less than one year 71,135 0
Due after 1 through 5 years 239,984 0
Due after 5 through 10 years 178,020 1,180
Due after 10 years 490,495 0
Subtotal 979,634 1,180
Mortgage and asset-backed securities 25,121 0
Trading Securities, Debt, Amortized Cost 1,004,755 1,180
Life Funds Withheld Assets | Cost | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 5,002 0
Life Funds Withheld Assets | Cost | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 20,119 0
Life Funds Withheld Assets | Fair value    
Fixed Maturities - AFS    
Due less than one year 71,139 0
Due after 1 through 5 years 233,244 0
Due after 5 through 10 years 176,077 1,171
Due after 10 years 479,909 0
Subtotal 960,369 1,171
Mortgage and asset-backed securities 24,854 0
Trading Securities Debt Maturities And Short Term Investments 985,223 1,171
Life Funds Withheld Assets | Fair value | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 4,982 0
Life Funds Withheld Assets | Fair value | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities $ 19,872 $ 0
[1] Included are certain medium term notes supported primarily by pools of European investment grade credit with varying degrees of leverage. The notes have a fair value of $74.3 million and an amortized cost of $64.6 million. These notes allow the investor to participate in cash flows of the underlying bonds including certain residual values, which could serve to either decrease or increase the ultimate value of these notes.
[2] Included are certain medium term notes supported primarily by pools of European investment grade credit with varying degrees of leverage. The notes have a fair value of $79.9 million and an amortized cost of $68.4 million. These notes allow the investor to participate in cash flows of the underlying bonds including certain residual values, which could serve to either decrease or increase the ultimate value of these notes.