Derivative Instruments - Components of life retrocession embedded derivative (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Derivative [Line Items]
Net realized and unrealized gains (losses) on derivative instruments	$ (7,903)	$ 5,131	$ 57,127	$ 18,540
Life Funds Withheld Assets
Derivative [Line Items]
Net realized and unrealized gains (losses) on life retrocession embedded derivative	(86,849)	(172,077)	(17,355)	(189,623)
Net adjustments related to future policy benefit reserves, net of tax	(40,668)	(18,376)	(88,551)	(18,376)
Net realized and unrealized gains (losses) on derivative instruments - Life Funds Withheld Assets	1,377	(10,811)	(10,427)	(10,811)
Net realized and unrealized gains (losses) on derivative instruments	(126,140)	(201,264)	(116,333)	(218,810)
Life Funds Withheld Assets | Interest income
Derivative [Line Items]
Net realized and unrealized gains (losses) on life retrocession embedded derivative	(48,809)	(59,424)	(147,678)	(79,368)
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	(38,161)	(113,916)	130,047	(112,023)
Life Funds Withheld Assets | Other income
Derivative [Line Items]
Net realized and unrealized gains (losses) on life retrocession embedded derivative	$ 121	$ 1,263	$ 276	$ 1,768