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Derivative Instruments - Narrative (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2015
Sep. 30, 2014
Dec. 31, 2014
Derivative [Line Items]          
Cumulative net realized and unrealized loss on life retrocession embedded derivative $ 468,200   $ 468,200    
Gross amounts recognized in balance sheet 74,115   74,115   $ 136,659
Net realized and unrealized gains (losses) on derivative instruments (7,903) $ 5,131 57,127 $ 18,540  
Gross amounts not offset in the balance sheet - cash collateral 24,000   24,000   78,580
Net results from structured products 4,437 [1] 5,291 [2] 14,719 [3] 48,129 [4]  
Fair value hedges | Deposit liabilities          
Derivative [Line Items]          
Remaining balance 131,734 $ 140,153 131,734 $ 140,153  
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 677,094   677,094   592,791
Gross amounts recognized in balance sheet [5] 25,341   25,341   14,797
Other non-investment derivatives | Derivatives not designated as hedging instruments | Other credit derivatives          
Derivative [Line Items]          
Asset derivative notional amount 30,075   30,075   31,060
Gross amounts recognized in balance sheet 141   $ 141   $ 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 $15.6 million and $11.1 million, respectively.
[2] The net results from P&C structured products include net investment income and interest credit of $16.8 million and $11.1 million, respectively.
[3] The net results from P&C structured products include net investment income and interest expense of $46.7 million and $31.7 million, respectively.
[4] The net results from P&C structured products include net investment income and interest credit of $52.5 million and $3.7 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.