Derivative Instruments - Gross amounts of derivative fair values contained in the consolidated balance sheet (Details) - USD ($) $ in Thousands		Sep. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Gross amounts recognized in balance sheet	[1]	$ 79,367	$ 89,314
Gross amounts recognized in balance sheet	[1]	66,987	45,495
Collateral and counterparty netting, assets	[1],[2]	(23,873)	(3,087)
Collateral and counterparty nettings, liabilities	[1],[2]	(23,873)	(3,087)
Asset derivative fair value	[1],[3]	55,494	86,227
Liability derivative fair value	[1],[3]	43,114	42,408
Gross amounts not offset in the balance sheet - cash collateral	[1]	(24,040)	(30,958)
Derivative, Collateral, Right to Reclaim Cash	[1]	(8,260)	0
Derivative Asset	[1]	31,454	55,269
Derivative Liability	[1]	34,854	42,408
Derivatives designated as hedging instruments
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		1,443,726	1,667,585
Gross amounts recognized in balance sheet	[1]	58,686	64,289
Liability derivative notional amount		1,155,580	674,976
Gross amounts recognized in balance sheet	[1]	36,240	11,941
Derivatives designated as hedging instruments | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		1,443,726	1,667,585
Gross amounts recognized in balance sheet	[1]	58,686	64,289
Liability derivative notional amount		1,155,580	674,976
Gross amounts recognized in balance sheet	[1]	36,240	11,941
Derivatives not designated as hedging instruments
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		355,866	441,843
Gross amounts recognized in balance sheet	[1]	20,681	25,025
Liability derivative notional amount		4,806,050	4,909,732
Gross amounts recognized in balance sheet	[1]	30,747	33,554
Derivatives not designated as hedging instruments | Investment related derivatives | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		214,406	102,234
Gross amounts recognized in balance sheet	[1]	1,583	2,888
Liability derivative notional amount		76,821	144,707
Gross amounts recognized in balance sheet	[1]	1,512	1,702
Derivatives not designated as hedging instruments | Investment related derivatives | Credit exposure
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		5,000	8,433
Gross amounts recognized in balance sheet	[1]	411	652
Liability derivative notional amount		87,500	71,614
Gross amounts recognized in balance sheet	[1]	6,605	12,067
Derivatives not designated as hedging instruments | Investment related derivatives | Financial market exposure
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		5	37
Gross amounts recognized in balance sheet	[1]	5	77
Liability derivative notional amount		30,117	26,500
Gross amounts recognized in balance sheet	[1]	3,990	417
Derivatives not designated as hedging instruments | Other non-investment derivatives | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		0	194,566
Gross amounts recognized in balance sheet	[1]	0	2,009
Liability derivative notional amount		0	0
Gross amounts recognized in balance sheet	[1]	0	0
Derivatives not designated as hedging instruments | Other non-investment derivatives | Other credit derivatives
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		31,531	29,874
Gross amounts recognized in balance sheet	[1]	42	31
Liability derivative notional amount		0	0
Gross amounts recognized in balance sheet	[1]	0	0
Derivatives not designated as hedging instruments | Other non-investment derivatives | Guaranteed minimum income benefit contract
Derivatives, Fair Value [Line Items]
Asset derivative notional amount		44,112	46,032
Gross amounts recognized in balance sheet	[1]	18,640	19,368
Liability derivative notional amount		44,112	46,032
Gross amounts recognized in balance sheet	[1]	18,640	19,368
Derivatives not designated as hedging instruments | Other non-investment derivatives | Modified coinsurance funds withheld contract
Derivatives, Fair Value [Line Items]
Asset derivative notional amount	[4]	60,812	60,667
Gross amounts recognized in balance sheet	[1],[4]	0	0
Liability derivative notional amount	[4]	4,567,500	4,620,879
Gross amounts recognized in balance sheet	[1],[4]	$ 0	$ 0

[1] Derivative instruments in an asset or liability position are included within Other assets or Other liabilities, respectively, in the balance sheets on a net basis where the Company has both a legal right of offset and the intention to settle the contracts on a net basis. The Company often enters into different types of derivative contracts with a single counterparty and these contracts are covered under netting agreements.

[2] Other assets and other liabilities include derivative instruments. The derivative balances included in each category are reported on a gross basis by level with a netting adjustment presented separately in the Collateral and Counterparty Netting column. The fair values of the individual derivative contracts are reported gross in their respective levels based on the fair value hierarchy. For further details regarding derivative fair values and associated collateral received or paid, see Note 7, "Derivative Instruments.

[3] As of September 30, 2016, the Company held cash collateral related to foreign currency derivative positions and certain other derivative positions of $24.0 million for derivatives in an asset position and paid cash collateral of $8.3 million for derivatives in a liability position. As of December 31, 2015, the Company held cash collateral related to a foreign currency derivative position and certain other derivative positions of $31.0 million for derivatives in an asset position and paid cash collateral of nil for derivatives in a liability position. The assets and liabilities related to the net collateral paid or held were recorded as Other assets and Other liabilities within the unaudited consolidated balance sheets as the collateral and derivative positions are not intended to be settled on a net basis.

[4] The fair value movements in derivative assets and liabilities relating to modified coinsurance funds withheld contracts are included within the associated asset or liability at each period end on the face of the balance sheets. Notional amounts associated with reinsurance agreements under which the Company assumes reinsurance risk are recorded as asset derivative notional amounts. Notional amounts associated with the GreyCastle Life Retro Arrangements under which the Company cedes reinsurance risk are recorded as liability derivative notional amounts. Included in the liability derivative notional amount as of September 30, 2016 is the cumulative net realized and unrealized loss on the life retrocession embedded derivative of $1.1 billion