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Derivative Instruments - Components of life retrocession embedded derivative (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ 906 $ 48,509 $ (2,716) $ 65,030
Life Funds Withheld Assets        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative (218,299) 273,224 (436,195) 69,493
Net adjustments related to future policy benefit reserves, net of tax (5,950) (35,929) (28,003) (47,883)
Net realized and unrealized gains (losses) on derivative instruments - Life Funds Withheld Assets (5,493) 1,879 (1,624) (11,803)
Net realized and unrealized gains (losses) on derivative instruments (229,742) 239,174 (465,822) 9,807
Life Funds Withheld Assets | Interest income        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative (41,455) (47,873) (84,565) (98,870)
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 (176,868) 321,038 (351,801) 168,208
Life Funds Withheld Assets | Other income        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on life retrocession embedded derivative $ 24 $ 59 $ 171 $ 155