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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Total fixed maturities and short-term investments AFS    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value $ 10,089,375 $ 11,830,367
Less than 12 months Gross Unrealized Losses (171,332) (249,365)
Equal to or greater than 12 months Fair Value 1,068,076 951,580
Equal to greater than 12 months Gross Unrealized Losses (133,834) (112,442)
U.S. Government and Government Agencies    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,311,525 2,456,685
Less than 12 months Gross Unrealized Losses (25,010) (30,640)
Equal to or greater than 12 months Fair Value 34,778 43,873
Equal to greater than 12 months Gross Unrealized Losses (821) (2,237)
US States, municipalities and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 332,688 457,288
Less than 12 months Gross Unrealized Losses (4,193) (6,983)
Equal to or greater than 12 months Fair Value 4,296 4,287
Equal to greater than 12 months Gross Unrealized Losses (392) (437)
Non-U.S. Governments    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,414,226 1,797,405
Less than 12 months Gross Unrealized Losses (32,896) (75,596)
Equal to or greater than 12 months Fair Value 394,173 288,490
Equal to greater than 12 months Gross Unrealized Losses (63,538) (45,480)
Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,765,752 3,414,252
Less than 12 months Gross Unrealized Losses (55,262) (81,594)
Equal to or greater than 12 months Fair Value 292,269 264,920
Equal to greater than 12 months Gross Unrealized Losses (45,917) (37,595)
Residential mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,448,601 2,459,545
Less than 12 months Gross Unrealized Losses (41,934) (41,194)
Equal to or greater than 12 months Fair Value 304,302 302,810
Equal to greater than 12 months Gross Unrealized Losses (16,056) (16,948)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 469,048 467,757
Less than 12 months Gross Unrealized Losses (9,325) (9,470)
Equal to or greater than 12 months Fair Value 6,180 9,665
Equal to greater than 12 months Gross Unrealized Losses (1,330) (1,304)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 347,535 777,435
Less than 12 months Gross Unrealized Losses (2,712) (3,888)
Equal to or greater than 12 months Fair Value 32,078 37,535
Equal to greater than 12 months Gross Unrealized Losses (5,780) (8,441)
Equities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 147,786 130,487
Less than 12 months Gross Unrealized Losses (6,508) (8,210)
Equal to or greater than 12 months Fair Value 0 0
Equal to greater than 12 months Gross Unrealized Losses $ 0 $ 0