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Derivative Instruments - Net Realized and unrealized gains (losses) on derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ 5,490 $ (7,903) $ 2,774 $ 57,127
Derivatives not designated as hedging instruments | Investment related derivatives        
Derivative [Line Items]        
Interest rate exposure 0 (5,120) 781 (2,046)
Foreign exchange exposure 74 (146) (592) (1,026)
Credit exposure (812) 1,684 (959) 1,380
Financial market exposure (45) (4,309) (2,866) (2,913)
Derivatives not designated as hedging instruments | Other non-investment derivatives        
Derivative [Line Items]        
Foreign exchange exposure (347) 4,063 (1,345) 61,494
Credit exposure 4,477 (327) 4,424 1,151
Modified coinsurance funds withheld contract 2,143 (3,748) 3,331 (913)
Life Funds Withheld Assets        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ (225,610) $ (126,140) $ (691,432) $ (116,333)