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Derivative Instruments - Gross amounts of derivative fair values contained in the consolidated balance sheet (Details) - USD ($)
$ in Thousands
Sep. 30, 2017
Dec. 31, 2016
Derivatives, Fair Value [Line Items]    
Gross amounts recognized in balance sheet $ 23,244 $ 107,496
Gross amounts recognized in balance sheet 77,788 64,704
Collateral and counterparty netting, assets (3,681) (17,947)
Collateral and counterparty nettings, liabilities (3,681) (17,947)
Asset derivative fair value 19,563 89,549
Liability derivative fair value 74,107 46,757
Gross amounts not offset in the balance sheet - cash collateral [1] 0 (36,980)
Derivative, Collateral, Right to Reclaim Cash [1] (25,188) (5,810)
Derivative Asset 19,563 52,569
Derivative Liability 48,919 40,947
Derivatives designated as hedging instruments    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 207,028 1,396,801
Gross amounts recognized in balance sheet 3,834 85,175
Liability derivative notional amount 885,957 583,722
Gross amounts recognized in balance sheet 30,460 25,750
Derivatives designated as hedging instruments | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 207,028 1,396,801
Gross amounts recognized in balance sheet 3,834 85,175
Liability derivative notional amount 885,957 583,722
Gross amounts recognized in balance sheet 30,460 25,750
Derivatives not designated as hedging instruments    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 373,316 342,182
Gross amounts recognized in balance sheet 19,410 22,321
Liability derivative notional amount 5,216,710 4,472,756
Gross amounts recognized in balance sheet 47,328 38,954
Derivatives not designated as hedging instruments | Investment related derivatives | Interest rate exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 0 0
Gross amounts recognized in balance sheet 0 0
Liability derivative notional amount 131,674 0
Gross amounts recognized in balance sheet 34 0
Derivatives not designated as hedging instruments | Investment related derivatives | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 64,307 10,049
Gross amounts recognized in balance sheet 1,170 190
Liability derivative notional amount 316,806 273,767
Gross amounts recognized in balance sheet 3,716 12,137
Derivatives not designated as hedging instruments | Investment related derivatives | Credit exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 5,000 32,500
Gross amounts recognized in balance sheet 231 1,077
Liability derivative notional amount 45,000 82,500
Gross amounts recognized in balance sheet 6,988 6,978
Derivatives not designated as hedging instruments | Investment related derivatives | Financial market exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 0 5
Gross amounts recognized in balance sheet 0 5
Liability derivative notional amount 4,607 0
Gross amounts recognized in balance sheet 79 0
Derivatives not designated as hedging instruments | Other non-investment derivatives | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 181,300 181,300
Gross amounts recognized in balance sheet 393 1,208
Liability derivative notional amount 0 0
Gross amounts recognized in balance sheet 0 0
Derivatives not designated as hedging instruments | Other non-investment derivatives | Other credit derivatives    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 26,159 0
Gross amounts recognized in balance sheet 65 0
Liability derivative notional amount 0 24,490
Gross amounts recognized in balance sheet 0 340
Derivatives not designated as hedging instruments | Other non-investment derivatives | Guaranteed minimum income benefit contract    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 38,746 43,553
Gross amounts recognized in balance sheet 17,470 19,499
Liability derivative notional amount 38,746 43,553
Gross amounts recognized in balance sheet 17,470 19,499
Derivatives not designated as hedging instruments | Other non-investment derivatives | Modified coinsurance and funds withheld contracts    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount [2] 52,804 59,775
Gross amounts recognized in balance sheet [2] 0 0
Liability derivative notional amount [2] 4,679,877 4,048,446
Gross amounts recognized in balance sheet [2] 19,041 0
Derivatives not designated as hedging instruments | Other non-investment derivatives | Other    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 5,000 15,000
Gross amounts recognized in balance sheet 81 342
Liability derivative notional amount 0 0
Gross amounts recognized in balance sheet $ 0 $ 0
[1] At September 30, 2017, the Company held cash collateral related to foreign currency derivative positions and certain other derivative positions of nil for derivatives in an asset position and paid cash collateral of $25.2 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] The fair value movements in derivative assets and liabilities relating to modified coinsurance funds withheld contracts are included within the associated asset or liability at each period end on the face of the Unaudited Consolidated Balance Sheets. Notional amounts associated with reinsurance agreements under which the Company assumes reinsurance risk are recorded as asset derivative notional amounts. Notional amounts associated with the GreyCastle Life Retro Arrangements and other outward reinsurance contracts under which the Company cedes risk are recorded as liability derivative notional amounts. Included in the liability derivative notional amount at September 30, 2017 is the cumulative net realized and unrealized loss on the life retrocession embedded derivative of $1.0 billion