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Derivative Instruments - Net Realized and unrealized gains (losses) on derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Derivative [Line Items]    
Net realized and unrealized gains (losses) on derivative instruments $ (7,069) $ (3,622)
Derivatives not designated as hedging instruments | Investment related derivatives    
Derivative [Line Items]    
Interest rate exposure (214) 781
Foreign currency exposure (745) (670)
Credit exposure (854) (163)
Financial market exposure 185 (1,010)
Derivatives not designated as hedging instruments | Other non-investment derivatives    
Derivative [Line Items]    
Foreign currency exposure (1,210) (1,181)
Credit exposure 632 (303)
Modified coinsurance funds withheld contract, including life retrocession embedded derivative (3,925) (1,076)
Gain Loss On Other Not Designated As Hedging Instruments (938) 0
Life Funds Withheld Assets    
Derivative [Line Items]    
Net realized and unrealized gains (losses) on derivative instruments $ (50,101) $ (236,080)