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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Sep. 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 $ 7,750,972 $ 2,896,210
Less than 12 months Gross Unrealized Losses (136,075) (61,772)
Equal to or greater than 12 months Fair Value 1,647,894 2,745,705
Equal to greater than 12 months Gross Unrealized Losses (108,434) (125,574)
U.S. Government and Government - Related/Supported    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,257,855 251,091
Less than 12 months Gross Unrealized Losses (10,402) (1,196)
Equal to or greater than 12 months Fair Value 89,971 342,890
Equal to greater than 12 months Gross Unrealized Losses (4,524) (5,603)
RMBS - Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 590,089 134,535
Less than 12 months Gross Unrealized Losses (3,386) (220)
Equal to or greater than 12 months Fair Value 237,798 512,652
Equal to greater than 12 months Gross Unrealized Losses (5,205) (10,563)
RMBS - Non-Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 28,054 45,378
Less than 12 months Gross Unrealized Losses (1,022) (1,358)
Equal to or greater than 12 months Fair Value 206,549 202,700
Equal to greater than 12 months Gross Unrealized Losses (15,334) (16,797)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 250,635 78,356
Less than 12 months Gross Unrealized Losses (2,361) (385)
Equal to or greater than 12 months Fair Value 87,257 169,065
Equal to greater than 12 months Gross Unrealized Losses (2,613) (4,877)
Collateralized debt obligations    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 118,002 249,803
Less than 12 months Gross Unrealized Losses (286) (2,666)
Equal to or greater than 12 months Fair Value 194,633 414,516
Equal to greater than 12 months Gross Unrealized Losses (10,056) (24,503)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 639,048 143,044
Less than 12 months Gross Unrealized Losses (4,403) (2,813)
Equal to or greater than 12 months Fair Value 57,445 57,544
Equal to greater than 12 months Gross Unrealized Losses (6,342) (3,232)
US States and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 444,195 32,187
Less than 12 months Gross Unrealized Losses (5,520) (210)
Equal to or greater than 12 months Fair Value 17,840 63,695
Equal to greater than 12 months Gross Unrealized Losses (1,131) (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 1,379,798 624,346
Less than 12 months Gross Unrealized Losses (47,122) (19,043)
Equal to or greater than 12 months Fair Value 454,537 558,422
Equal to greater than 12 months Gross Unrealized Losses (34,683) (43,251)
Equities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 524,692 191,193
Less than 12 months Gross Unrealized Losses (81,272) (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 | Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 862,043 387,619
Less than 12 months Gross Unrealized Losses (10,486) (5,858)
Equal to or greater than 12 months Fair Value 83,008 105,155
Equal to greater than 12 months Gross Unrealized Losses (7,327) (7,097)
Non-Financial Services Sector | Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,181,253 949,851
Less than 12 months Gross Unrealized Losses (51,087) (28,023)
Equal to or greater than 12 months Fair Value 218,856 319,066
Equal to greater than 12 months Gross Unrealized Losses $ (21,219) $ (8,657)