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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Total fixed maturities and short-term investments AFS    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value $ 3,555,794 $ 12,953,757
Less than 12 months Gross Unrealized Losses (81,512) (194,216)
Equal to or greater than 12 months Fair Value 1,540,883 1,463,517
Equal to greater than 12 months Gross Unrealized Losses (111,526) (130,606)
U.S. Government and Government - Related/Supported    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 465,423 3,762,869
Less than 12 months Gross Unrealized Losses (4,923) (29,339)
Equal to or greater than 12 months Fair Value 96,406 89,113
Equal to greater than 12 months Gross Unrealized Losses (2,984) (5,044)
RMBS - Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 151,135 1,065,055
Less than 12 months Gross Unrealized Losses (1,128) (10,046)
Equal to or greater than 12 months Fair Value 327,657 221,211
Equal to greater than 12 months Gross Unrealized Losses (3,963) (7,515)
RMBS - Non-Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 35,930 19,614
Less than 12 months Gross Unrealized Losses (1,867) (1,104)
Equal to or greater than 12 months Fair Value 175,881 180,146
Equal to greater than 12 months Gross Unrealized Losses (18,980) (15,876)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 31,661 118,605
Less than 12 months Gross Unrealized Losses (255) (1,561)
Equal to or greater than 12 months Fair Value 55,310 78,651
Equal to greater than 12 months Gross Unrealized Losses (2,470) (2,769)
Collateralized debt obligations    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 12,368 12,311
Less than 12 months Gross Unrealized Losses (509) (516)
Equal to or greater than 12 months Fair Value 9,359 20,096
Equal to greater than 12 months Gross Unrealized Losses (3,609) (8,757)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 282,395 572,671
Less than 12 months Gross Unrealized Losses (2,113) (5,252)
Equal to or greater than 12 months Fair Value 60,638 57,563
Equal to greater than 12 months Gross Unrealized Losses (8,791) (8,268)
US States and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 91,846 565,055
Less than 12 months Gross Unrealized Losses (379) (6,609)
Equal to or greater than 12 months Fair Value 15,528 12,259
Equal to greater than 12 months Gross Unrealized Losses (414) (765)
Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 965,976 1,921,286
Less than 12 months Gross Unrealized Losses (22,116) (53,440)
Equal to or greater than 12 months Fair Value 370,747 474,929
Equal to greater than 12 months Gross Unrealized Losses (35,912) (46,714)
Equities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 365,368 356,742
Less than 12 months Gross Unrealized Losses (46,653) (45,153)
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 588,595 1,641,021
Less than 12 months Gross Unrealized Losses (18,228) (13,280)
Equal to or greater than 12 months Fair Value 141,508 102,022
Equal to greater than 12 months Gross Unrealized Losses (9,330) (10,192)
Non-Financial Services Sector | Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 930,465 3,275,270
Less than 12 months Gross Unrealized Losses (29,994) (73,069)
Equal to or greater than 12 months Fair Value 287,849 227,527
Equal to greater than 12 months Gross Unrealized Losses $ (25,073) $ (24,706)