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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Jun. 30, 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 $ 10,380,574 $ 11,830,367
Less than 12 months Gross Unrealized Losses (109,931) (249,365)
Equal to or greater than 12 months Fair Value 1,330,495 951,580
Equal to greater than 12 months Gross Unrealized Losses (114,185) (112,442)
U.S. Government and Government Agencies    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 3,238,406 2,456,685
Less than 12 months Gross Unrealized Losses (25,062) (30,640)
Equal to or greater than 12 months Fair Value 117,994 43,873
Equal to greater than 12 months Gross Unrealized Losses (2,873) (2,237)
US States, municipalities and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 222,105 457,288
Less than 12 months Gross Unrealized Losses (1,769) (6,983)
Equal to or greater than 12 months Fair Value 5,089 4,287
Equal to greater than 12 months Gross Unrealized Losses (318) (437)
Non-U.S. Governments    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,570,103 1,797,405
Less than 12 months Gross Unrealized Losses (18,461) (75,596)
Equal to or greater than 12 months Fair Value 515,918 288,490
Equal to greater than 12 months Gross Unrealized Losses (55,096) (45,480)
Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,552,535 3,414,252
Less than 12 months Gross Unrealized Losses (28,827) (81,594)
Equal to or greater than 12 months Fair Value 341,346 264,920
Equal to greater than 12 months Gross Unrealized Losses (39,488) (37,595)
Residential mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,088,713 2,459,545
Less than 12 months Gross Unrealized Losses (28,887) (41,194)
Equal to or greater than 12 months Fair Value 197,613 302,810
Equal to greater than 12 months Gross Unrealized Losses (6,356) (16,948)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 276,383 467,757
Less than 12 months Gross Unrealized Losses (5,218) (9,470)
Equal to or greater than 12 months Fair Value 25,570 9,665
Equal to greater than 12 months Gross Unrealized Losses (2,049) (1,304)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 432,329 777,435
Less than 12 months Gross Unrealized Losses (1,707) (3,888)
Equal to or greater than 12 months Fair Value 126,965 37,535
Equal to greater than 12 months Gross Unrealized Losses (8,005) (8,441)
Equities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 240,138 130,487
Less than 12 months Gross Unrealized Losses (4,102) (8,210)
Equal to or greater than 12 months Fair Value 0 0
Equal to greater than 12 months Gross Unrealized Losses $ 0 $ 0