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Derivative Instruments - Narrative (Details) - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Derivative [Line Items]    
Gross amounts not offset in the balance sheet - cash collateral [1],[2] $ 200 $ 36,980
Derivative, Collateral, Right to Reclaim Cash [1],[2] 6,940 $ 5,810
Life Funds Withheld Assets    
Derivative [Line Items]    
Cumulative net realized and unrealized loss on life retrocession embedded derivative $ 977,900  
[1] At March 31, 2017, the Company held cash collateral related to foreign currency derivative positions and certain other derivative positions of $0.2 million for derivatives in an asset position and paid cash collateral of $6.9 million for derivatives in a liability position. At December 31, 2016, the Company held cash collateral related to a foreign currency derivative position and certain other derivative positions of $37.0 million for derivatives in an asset position and paid cash collateral of $5.8 million 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.
[2] 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.