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Derivative Instruments - Net Realized and unrealized gains (losses) on derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Derivative [Line Items]    
Net realized and unrealized gains (losses) on derivative instruments $ (3,622) $ 16,521
Derivatives not designated as hedging instruments | Investment related derivatives    
Derivative [Line Items]    
Interest rate exposure 781 9,637
Foreign exchange exposure (670) (1,362)
Credit exposure (163) 82
Financial market exposure (1,010) 3,041
Derivatives not designated as hedging instruments | Other non-investment derivatives    
Derivative [Line Items]    
Foreign exchange exposure (1,181) 2,059
Credit exposure (303) 1,346
Modified coinsurance funds withheld contract (1,076) 1,718
Life Funds Withheld Assets    
Derivative [Line Items]    
Net realized and unrealized gains (losses) on derivative instruments $ (236,080) $ (229,367)