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Derivative Instruments - Impact of Life Retro Arrangements (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2017
Sep. 30, 2017
Jun. 30, 2017
Mar. 31, 2017
Dec. 31, 2016
Sep. 30, 2016
Jun. 30, 2016
Mar. 31, 2016
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Derivative [Line Items]                      
Underwriting profit (loss) $ 14,193 $ (1,235,734) $ 188,261 $ 138,456 $ 115,405 $ 162,192 $ 97,691 $ 172,037 $ (894,824) $ 547,325 $ 587,409
Net investment income                 829,723 827,133 872,370
Exchange (gains) losses                 44,620 (9,578) 22,504
Other Operating Income (Expense), Net [1]                 (2,076) (13,315) (13,356)
Net realized and unrealized gains (losses) on derivative instruments                 (41,732) 2,521 53,123
Net income (loss)                 (490,137) 570,145 1,313,339
Cumulative adjustments recorded to value of future policy benefit reserves, amount                 27,184 62,295 170,688
Foreign currency translation adjustments                 24,072 95,473 (25,315)
Comprehensive income (loss)                 173,885 28,930 (797,842)
Life Funds Withheld Assets                      
Derivative [Line Items]                      
Net investment income                 127,047 154,751 187,489
Net realized gains (losses) on investments sold                 115,911 152,589 223,272
Net unrealized gains (losses) on investments, Trading - Life Funds Withheld Assets                 (14,805) 109,458 (27,734)
Other-than-temporary impairments (OTTI) on investments                 (1,434) (2,598) (13,357)
Net realized and unrealized gains (losses) on derivative instruments                 (206,015) (540,090) (151,691)
Change in net unrealized gains (losses) on investments, net of tax                 (51,983) (4,502) (421,604)
GreyCastle Life Reinsurance SAC Ltd                      
Derivative [Line Items]                      
Comprehensive income (loss)                 0 0  
GreyCastle Life Reinsurance SAC Ltd | Life Funds Withheld Assets                      
Derivative [Line Items]                      
Underwriting profit (loss) [2]                 0 0 605
Net investment income                 127,047 154,751 187,489
Net realized gains (losses) on investments sold                 115,911 152,589 223,272
Net unrealized gains (losses) on investments, Trading - Life Funds Withheld Assets                 (14,805) 109,458 (27,734)
Other-than-temporary impairments (OTTI) on investments                 (1,434) (2,598) (13,357)
Exchange (gains) losses                 30,711 (8,988) 4,788
Other Operating Income (Expense), Net                 (108) (154) 2,280
Net realized and unrealized gains (losses) on derivative instruments                 (206,015) (540,090) (151,691)
Net income (loss)                 51,307 (135,032) 225,652
Change in net unrealized gains (losses) on investments, net of tax                 (51,983) (4,502) (421,604)
Cumulative adjustments recorded to value of future policy benefit reserves, amount                 27,184 62,295 170,688
Foreign currency translation adjustments                 (26,508) 77,239 25,869
Change In Other Comprehensive Income Life Retro Arrangements                 (51,307) 135,032 (225,047)
Comprehensive income (loss)                 $ 0 $ 0 $ 605
[1] Net fee income and other includes operating expenses of $50.7 million from the Company's loss prevention consulting services business.
[2] The underwriting profit of $0.6 million in 2015 relates to premium adjustments relating to the GreyCastle Life Retro Arrangements transaction. Excluding these transactions, the impact to comprehensive income relating to the GreyCastle Life Retro Arrangements was nil for the years ended December 31, 2017 and 2016.