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Derivative Instruments - Net Realized and unrealized gains (losses) on derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ (906) $ 906 $ (7,975) $ (2,716)
Derivatives not designated as hedging instruments | Investment related derivatives        
Derivative [Line Items]        
Interest rate exposure 372 0 158 781
Foreign currency exposure (988) 4 (1,733) (666)
Credit exposure (525) 16 (1,379) (147)
Financial market exposure 0 (1,811) 185 (2,821)
Derivatives not designated as hedging instruments | Other non-investment derivatives        
Derivative [Line Items]        
Foreign currency exposure 34 183 (1,176) (998)
Credit exposure 138 250 770 (53)
Gain Loss On Guaranteed Minimum Income Benefit Contract Not Designated As Hedging Instruments 0 0 0 0
Modified coinsurance funds withheld contract, including life retrocession embedded derivative 238 2,264 (3,687) 1,188
Gain Loss On Other Not Designated As Hedging Instruments (175) 0 (1,113) 0
Life Funds Withheld Assets        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ (34,596) $ (229,742) $ (84,697) $ (465,822)