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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Sep. 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 $ 9,184,317 $ 11,830,367
Less than 12 months Gross Unrealized Losses (67,412) (249,365)
Equal to or greater than 12 months Fair Value 2,205,993 951,580
Equal to greater than 12 months Gross Unrealized Losses (107,184) (112,442)
U.S. Government and Government Agencies    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,744,113 2,456,685
Less than 12 months Gross Unrealized Losses (14,476) (30,640)
Equal to or greater than 12 months Fair Value 319,287 43,873
Equal to greater than 12 months Gross Unrealized Losses (5,938) (2,237)
US States, municipalities and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 116,193 457,288
Less than 12 months Gross Unrealized Losses (690) (6,983)
Equal to or greater than 12 months Fair Value 13,207 4,287
Equal to greater than 12 months Gross Unrealized Losses (174) (437)
Non-U.S. Governments    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,458,435 1,797,405
Less than 12 months Gross Unrealized Losses (18,482) (75,596)
Equal to or greater than 12 months Fair Value 654,433 288,490
Equal to greater than 12 months Gross Unrealized Losses (43,097) (45,480)
Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 1,860,565 3,414,252
Less than 12 months Gross Unrealized Losses (16,568) (81,594)
Equal to or greater than 12 months Fair Value 578,271 264,920
Equal to greater than 12 months Gross Unrealized Losses (36,706) (37,595)
Residential mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,079,510 2,459,545
Less than 12 months Gross Unrealized Losses (12,193) (41,194)
Equal to or greater than 12 months Fair Value 412,261 302,810
Equal to greater than 12 months Gross Unrealized Losses (10,179) (16,948)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 569,284 467,757
Less than 12 months Gross Unrealized Losses (3,959) (9,470)
Equal to or greater than 12 months Fair Value 109,574 9,665
Equal to greater than 12 months Gross Unrealized Losses (5,082) (1,304)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 356,217 777,435
Less than 12 months Gross Unrealized Losses (1,044) (3,888)
Equal to or greater than 12 months Fair Value 118,960 37,535
Equal to greater than 12 months Gross Unrealized Losses (6,008) (8,441)
Equities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 38,170 130,487
Less than 12 months Gross Unrealized Losses (2,677) (8,210)
Equal to or greater than 12 months Fair Value 0 0
Equal to greater than 12 months Gross Unrealized Losses $ 0 $ 0