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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Jun. 30, 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 $ 2,498,790 $ 12,953,757
Less than 12 months Gross Unrealized Losses (98,010) (194,216)
Equal to or greater than 12 months Fair Value 1,294,330 1,463,517
Equal to greater than 12 months Gross Unrealized Losses (102,385) (130,606)
U.S. Government and Government - Related/Supported    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 223,236 3,762,869
Less than 12 months Gross Unrealized Losses (1,711) (29,339)
Equal to or greater than 12 months Fair Value 49,239 89,113
Equal to greater than 12 months Gross Unrealized Losses (1,541) (5,044)
RMBS - Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 249,152 1,065,055
Less than 12 months Gross Unrealized Losses (742) (10,046)
Equal to or greater than 12 months Fair Value 211,310 221,211
Equal to greater than 12 months Gross Unrealized Losses (1,658) (7,515)
RMBS - Non-Agency    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 30,747 19,614
Less than 12 months Gross Unrealized Losses (995) (1,104)
Equal to or greater than 12 months Fair Value 172,556 180,146
Equal to greater than 12 months Gross Unrealized Losses (17,071) (15,876)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 19,125 118,605
Less than 12 months Gross Unrealized Losses (789) (1,561)
Equal to or greater than 12 months Fair Value 38,044 78,651
Equal to greater than 12 months Gross Unrealized Losses (2,321) (2,769)
Collateralized debt obligations    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 12,476 12,311
Less than 12 months Gross Unrealized Losses (440) (516)
Equal to or greater than 12 months Fair Value 5,317 20,096
Equal to greater than 12 months Gross Unrealized Losses (3,200) (8,757)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 285,791 572,671
Less than 12 months Gross Unrealized Losses (1,296) (5,252)
Equal to or greater than 12 months Fair Value 93,287 57,563
Equal to greater than 12 months Gross Unrealized Losses (8,164) (8,268)
US States and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 38,476 565,055
Less than 12 months Gross Unrealized Losses (1,157) (6,609)
Equal to or greater than 12 months Fair Value 10,152 12,259
Equal to greater than 12 months Gross Unrealized Losses (101) (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 856,460 1,921,286
Less than 12 months Gross Unrealized Losses (43,696) (53,440)
Equal to or greater than 12 months Fair Value 328,900 474,929
Equal to greater than 12 months Gross Unrealized Losses (33,549) (46,714)
Equities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 293,337 356,742
Less than 12 months Gross Unrealized Losses (20,423) (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 350,614 1,641,021
Less than 12 months Gross Unrealized Losses (19,762) (13,280)
Equal to or greater than 12 months Fair Value 115,843 102,022
Equal to greater than 12 months Gross Unrealized Losses (7,573) (10,192)
Non-Financial Services Sector | Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 432,713 3,275,270
Less than 12 months Gross Unrealized Losses (27,422) (73,069)
Equal to or greater than 12 months Fair Value 269,682 227,527
Equal to greater than 12 months Gross Unrealized Losses $ (27,207) $ (24,706)