Derivative Instruments - Components of life retrocession embedded derivative (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
Life Funds Withheld Assets
Derivative [Line Items]
Net realized and unrealized gains (losses) on life retrocession embedded derivative	(217,896)	(203,730)
Net adjustments related to future policy benefit reserves, net of tax	(22,053)	(11,954)
Net realized and unrealized gains (losses) on derivative instruments - Life Funds Withheld Assets	3,869	(13,683)
Net realized and unrealized gains (losses) on derivative instruments	(236,080)	(229,367)
Life Funds Withheld Assets \| Interest income
Derivative [Line Items]
Net realized and unrealized gains (losses) on life retrocession embedded derivative	(43,110)	(50,996)
Life Funds Withheld Assets \| Net realized and unrealized gains (losses) on derivative instruments
Derivative [Line Items]
Net realized and unrealized gains (losses) on life retrocession embedded derivative	(174,932)	(152,830)
Life Funds Withheld Assets \| Other income
Derivative [Line Items]
Net realized and unrealized gains (losses) on life retrocession embedded derivative	$ 146	$ 96

Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4A
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (a),(c),(d),(e)
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959

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+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959

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