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Investments - Contractual maturities of available for sale securities (Details) - USD ($)
$ in Thousands
Sep. 30, 2016
Dec. 31, 2015
Fixed Maturities - AFS    
Amortized cost of fixed maturities $ 30,402,019 $ 31,517,654
Fixed maturities, at fair value 31,934,135 32,257,589
Amortized cost of fixed maturities, trading 1,480,434 1,263,609
Fixed maturities, trading at fair value 1,608,882 1,235,699
Excluding Life Funds Withheld Assets    
Fixed Maturities - AFS    
Due less than one year, amortized cost 2,132,413 2,106,851
Due less than one year, fair value 2,137,838 2,104,106
Due after 1 through 5 years, amortized cost 12,900,781 14,051,494
Due after 1 through 5 years, fair value 13,142,832 14,143,461
Due after 5 through 10 years, amortized cost 5,663,250 5,680,830
Due after 5 through 10 years, fair value 5,927,235 5,740,954
Due after 10 years, amortized cost 1,463,631 1,374,997
Due after 10 years, fair value 1,643,662 1,423,156
Subtotal - amortized cost 22,160,075 23,214,172
Subtotal - fair value 22,851,567 23,411,677
Mortgage and asset backed securities - amortized cost 6,140,857 5,625,450
Mortgage and asset backed securities - fair value 6,288,256 5,692,809
Amortized cost of fixed maturities 28,300,932 28,839,622
Fixed maturities, at fair value 29,139,823 29,104,486
Excluding Life Funds Withheld Assets | RMBS - Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 4,469,725 3,697,756
Mortgage and asset backed securities - fair value 4,591,774 3,757,971
Amortized cost of fixed maturities 4,469,725 3,697,756
Fixed maturities, at fair value 4,591,774 3,757,971
Excluding Life Funds Withheld Assets | RMBS - Non-Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 279,130 319,876
Mortgage and asset backed securities - fair value 285,927 328,540
Amortized cost of fixed maturities 279,130 319,876
Fixed maturities, at fair value 285,927 328,540
Excluding Life Funds Withheld Assets | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 288,544 401,713
Mortgage and asset backed securities - fair value 296,104 405,316
Amortized cost of fixed maturities 288,544 401,713
Fixed maturities, at fair value 296,104 405,316
Excluding Life Funds Withheld Assets | Collateralized debt obligations    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 143,783 41,679
Mortgage and asset backed securities - fair value 141,281 32,410
Amortized cost of fixed maturities 143,783 41,679
Fixed maturities, at fair value 141,281 32,410
Excluding Life Funds Withheld Assets | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 959,675 1,164,426
Mortgage and asset backed securities - fair value 973,170 1,168,572
Amortized cost of fixed maturities 959,675 1,164,426
Fixed maturities, at fair value 973,170 1,168,572
Life Funds Withheld Assets    
Fixed Maturities - AFS    
Due less than one year, amortized cost 70,372 81,700
Due less than one year, fair value 82,442 92,921
Due after 1 through 5 years, amortized cost 316,288 386,810
Due after 1 through 5 years, fair value 348,173 416,743
Due after 5 through 10 years, amortized cost 369,152 491,621
Due after 5 through 10 years, fair value 453,723 558,805
Due after 10 years, amortized cost 1,148,415 1,452,267
Due after 10 years, fair value 1,665,340 1,784,653
Subtotal - amortized cost 1,904,227 2,412,398
Subtotal - fair value 2,549,678 2,853,122
Mortgage and asset backed securities - amortized cost 196,860 265,634
Mortgage and asset backed securities - fair value 244,634 299,981
Amortized cost of fixed maturities 2,101,087 2,678,032
Fixed maturities, at fair value 2,794,312 3,153,103
Amortized cost of fixed maturities, trading 1,480,434 1,263,609
Fixed maturities, trading at fair value 1,608,882 1,235,699
Life Funds Withheld Assets | RMBS - Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 537 591
Mortgage and asset backed securities - fair value 671 752
Amortized cost of fixed maturities 537 591
Fixed maturities, at fair value 671 752
Amortized cost of fixed maturities, trading 1,674 370
Fixed maturities, trading at fair value 1,680 368
Life Funds Withheld Assets | RMBS - Non-Agency    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 49 24,401
Mortgage and asset backed securities - fair value 65 26,953
Amortized cost of fixed maturities 49 24,401
Fixed maturities, at fair value 65 26,953
Amortized cost of fixed maturities, trading 148  
Fixed maturities, trading at fair value 151  
Life Funds Withheld Assets | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 83,828 107,968
Mortgage and asset backed securities - fair value 105,969 122,481
Amortized cost of fixed maturities 83,828 107,968
Fixed maturities, at fair value 105,969 122,481
Amortized cost of fixed maturities, trading 5,198 4,874
Fixed maturities, trading at fair value 5,614 4,803
Life Funds Withheld Assets | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset backed securities - amortized cost 112,446 132,674
Mortgage and asset backed securities - fair value 137,929 149,795
Amortized cost of fixed maturities 112,446 132,674
Fixed maturities, at fair value 137,929 149,795
Amortized cost of fixed maturities, trading 25,744 26,405
Fixed maturities, trading at fair value 27,699 25,700
Life Funds Withheld Assets | Cost    
Fixed Maturities - AFS    
Due less than one year 47,425 4,573
Due after 1 through 5 years 316,116 278,163
Due after 5 through 10 years 408,421 280,487
Due after 10 years 675,709 668,737
Subtotal 1,447,671 1,231,960
Mortgage and asset-backed securities 32,764 31,649
Amortized cost of fixed maturities, trading 1,480,435 1,263,609
Life Funds Withheld Assets | Cost | RMBS - Agency    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 1,674 370
Life Funds Withheld Assets | Cost | RMBS - Non-Agency    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 148 0
Life Funds Withheld Assets | Cost | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 5,198 4,874
Life Funds Withheld Assets | Cost | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 25,744 26,405
Life Funds Withheld Assets | Fair value    
Fixed Maturities - AFS    
Due less than one year 48,617 5,096
Due after 1 through 5 years 321,982 272,220
Due after 5 through 10 years 429,326 277,920
Due after 10 years 773,813 649,592
Subtotal 1,573,738 1,204,828
Mortgage and asset-backed securities 35,144 30,871
Fixed maturities, trading at fair value 1,608,882 1,235,699
Life Funds Withheld Assets | Fair value | RMBS - Agency    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 1,680 368
Life Funds Withheld Assets | Fair value | RMBS - Non-Agency    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 151 0
Life Funds Withheld Assets | Fair value | Commercial mortgage-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities 5,614 4,803
Life Funds Withheld Assets | Fair value | Other asset-backed securities    
Fixed Maturities - AFS    
Mortgage and asset-backed securities $ 27,699 $ 25,700