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Investments - Analysis of continual unrealized loss position (Details) - Excluding Life Funds Withheld Assets - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
Total fixed maturities and short-term investments AFS    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value $ 15,292,801 $ 10,300,927
Less than 12 months Gross Unrealized Losses (279,115) (82,110)
Equal to or greater than 12 months Fair Value 2,639,386 3,089,852
Equal to greater than 12 months Gross Unrealized Losses (120,552) (111,973)
U.S. Government and Government Agencies    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 3,080,855 2,687,083
Less than 12 months Gross Unrealized Losses (38,758) (21,514)
Equal to or greater than 12 months Fair Value 515,999 727,246
Equal to greater than 12 months Gross Unrealized Losses (11,350) (13,902)
US States, municipalities and political subdivisions of the States    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 278,946 88,235
Less than 12 months Gross Unrealized Losses (3,222) (622)
Equal to or greater than 12 months Fair Value 15,869 19,583
Equal to greater than 12 months Gross Unrealized Losses (404) (366)
Non-U.S. Governments    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,061,869 1,527,323
Less than 12 months Gross Unrealized Losses (25,703) (14,959)
Equal to or greater than 12 months Fair Value 487,103 560,648
Equal to greater than 12 months Gross Unrealized Losses (26,836) (33,931)
Corporate    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 5,509,770 2,959,416
Less than 12 months Gross Unrealized Losses (114,092) (25,757)
Equal to or greater than 12 months Fair Value 510,757 543,973
Equal to greater than 12 months Gross Unrealized Losses (34,148) (31,577)
Residential mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 2,973,309 2,198,391
Less than 12 months Gross Unrealized Losses (68,157) (14,030)
Equal to or greater than 12 months Fair Value 846,423 925,191
Equal to greater than 12 months Gross Unrealized Losses (35,278) (21,093)
Commercial mortgage-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 991,765 583,656
Less than 12 months Gross Unrealized Losses (26,681) (4,117)
Equal to or greater than 12 months Fair Value 131,116 138,065
Equal to greater than 12 months Gross Unrealized Losses (8,622) (5,740)
Other asset-backed securities    
Fixed maturities and short-term investments - AFS:    
Less than 12 months Fair Value 396,287 256,823
Less than 12 months Gross Unrealized Losses (2,502) (1,111)
Equal to or greater than 12 months Fair Value 132,119 175,146
Equal to greater than 12 months Gross Unrealized Losses $ (3,914) $ (5,364)