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Derivative Instruments - Earnings relating to derivative instruments not formally designated as hedging instruments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Derivative Instruments Gain Loss [Line Items]      
Total derivatives not designated as hedging instruments $ 53,123 $ 30,142 $ 7,301
Amount of gain (loss) recognized in income from ineffective portion of fair value hedges 0 (256) 497
Net realized and unrealized gains (losses) on life retrocession embedded derivative and derivative instruments - Life Funds Withheld Assets 53,123 29,886 7,798
Not Designated as Hedging Instrument | Investment Related Derivatives      
Derivative Instruments Gain Loss [Line Items]      
Interest rate exposure (2,347) 15,959 5,065
Foreign exchange exposure (1,542) 3,351 (948)
Credit exposure (2,537) 400 (4,052)
Financial market exposure (2,190) 411 6,302
Not Designated as Hedging Instrument | Financial Operations Derivatives      
Derivative Instruments Gain Loss [Line Items]      
Credit exposure 0 5,023 (2,437)
Not Designated as Hedging Instrument | Other Non Investment Derivatives      
Derivative Instruments Gain Loss [Line Items]      
Foreign exchange exposure 60,319 0 0
Credit exposure 1,375 0  
Contingent capital facility     0
Guaranteed minimum income benefit contract 0 2,257 10,457
Modified coinsurance funds withheld contract 45 2,741 (7,086)
Life Funds Withheld Assets [Member]      
Derivative Instruments Gain Loss [Line Items]      
Net realized and unrealized gains (losses) on life retrocession embedded derivative and derivative instruments - Life Funds Withheld Assets $ (151,691) $ (488,222) $ 0