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Derivative Instruments - Hedged items - amount of gain/(loss) recognized in income attributable to risk (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Derivative Instruments Gain Loss [Line Items]      
Ineffective portion of hedging relationship - gain/(loss) $ 0 $ (256) $ 497
Designated as Hedging Instrument | Fair Value Hedging Member | Net realized and unrealized gains (losses) on derivative instruments [Member]      
Derivative Instruments Gain Loss [Line Items]      
Gain (loss) recognized in income on derivative 0 (15,663) (22,568)
Ineffective portion of hedging relationship - gain/(loss) 0 (256) 497
Designated as Hedging Instrument | Fair Value Hedging Member | Net realized and unrealized gains (losses) on derivative instruments [Member] | Deposit Liabilities      
Derivative Instruments Gain Loss [Line Items]      
Gain (loss) recognized in income on derivative 0 0 0
Designated as Hedging Instrument | Fair Value Hedging Member | Net realized and unrealized gains (losses) on derivative instruments [Member] | Fixed Maturity Investments      
Derivative Instruments Gain Loss [Line Items]      
Gain (loss) recognized in income on derivative 0 15,407 23,065
Designated as Hedging Instrument | Fair Value Hedging Member | Net realized and unrealized gains (losses) on derivative instruments [Member] | Interest Rate Exposure      
Derivative Instruments Gain Loss [Line Items]      
Gain (loss) recognized in income on derivative 0 0 0
Designated as Hedging Instrument | Fair Value Hedging Member | Net realized and unrealized gains (losses) on derivative instruments [Member] | Foreign Exchange Exposure      
Derivative Instruments Gain Loss [Line Items]      
Gain (loss) recognized in income on derivative $ 0 $ (15,663) $ (22,568)