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Derivative Instruments - Gross amounts of derivative fair values contained in the consolidated balance sheet (Details) - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Derivatives Fair Value [Line Items]    
Asset derivative fair value $ 32,794 $ 107,496
Liability derivative fair value 62,896 64,704
Derivative assets - gross amounts offset in the balance sheet (3,579) (17,947)
Derivative liabilities - gross amounts offset in the balance sheet (3,579) (17,947)
Derivative assets - net amounts in the balance sheet 29,215 89,549
Derivative liabilities - net amounts in the balance sheet 59,317 46,757
Derivative assets - cash collateral not offset in the balance sheet [1] (3,920) (36,980)
Derivative liabilities - cash collateral not offset in the balance sheet [1] (1,312) (5,810)
Derivative assets - net amount 25,295 52,569
Derivative liabilities - net amount 58,005 40,947
Designated as Hedging Instrument    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 580,194 1,396,801
Asset derivative fair value 5,655 85,175
Liability derivative notional amount 339,221 583,722
Liability derivative fair value 3,968 25,750
Designated as Hedging Instrument | Foreign currency exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 580,194 1,396,801
Asset derivative fair value 5,655 85,175
Liability derivative notional amount 339,221 583,722
Liability derivative fair value 3,968 25,750
Not Designated as Hedging Instrument    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 584,522 342,182
Asset derivative fair value 27,139 22,321
Liability derivative notional amount 5,269,279 4,472,756
Liability derivative fair value 58,928 38,954
Not Designated as Hedging Instrument | Investment Related Derivatives | Interest rate exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 181,975 0
Asset derivative fair value 423 0
Liability derivative notional amount 0 0
Liability derivative fair value 0 0
Not Designated as Hedging Instrument | Investment Related Derivatives | Foreign currency exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 263,722 10,049
Asset derivative fair value 6,931 190
Liability derivative notional amount 141,300 273,767
Liability derivative fair value 2,256 12,137
Not Designated as Hedging Instrument | Investment Related Derivatives | Credit exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 5,000 32,500
Asset derivative fair value 187 1,077
Liability derivative notional amount 45,000 82,500
Liability derivative fair value 6,784 6,978
Not Designated as Hedging Instrument | Investment Related Derivatives | Financial market exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 30,001 5
Asset derivative fair value 1,271 5
Liability derivative notional amount 6,998 0
Liability derivative fair value 42 0
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Foreign currency exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 0 181,300
Asset derivative fair value 0 1,208
Liability derivative notional amount 0 0
Liability derivative fair value 0 0
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Credit exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 0 0
Asset derivative fair value 0 0
Liability derivative notional amount 25,526 24,490
Liability derivative fair value 169 340
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Guaranteed minimum income benefit contract    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 36,171 43,553
Asset derivative fair value 18,136 19,499
Liability derivative notional amount 36,171 43,553
Liability derivative fair value 18,136 19,499
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Modified coinsurance and funds withheld contracts, including life retrocession embedded derivative    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount [2] 51,653 59,775
Asset derivative fair value [2] 0 0
Liability derivative notional amount [2] 5,014,284 4,048,446
Liability derivative fair value [2] 31,541 0
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Other    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 16,000 15,000
Asset derivative fair value 191 342
Liability derivative notional amount 0 0
Liability derivative fair value $ 0 $ 0
[1] At December 31, 2017, the Company held cash collateral related to foreign currency derivative positions and certain other derivative positions of $3.9 million for derivatives in an asset position and paid cash collateral of $1.3 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 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 and funds withheld contracts are included within the associated asset or liability at each period end on the face of the 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 as of December 31, 2017 is the cumulative net realized and unrealized loss on the life retrocession embedded derivative of $1.1 billion.