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Derivative Instruments - Gross amounts of derivative fair values contained in the consolidated balance sheet (Details) - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
Derivatives, Fair Value [Line Items]    
Gross amounts recognized in balance sheet $ 35,903 $ 32,794
Gross amounts recognized in balance sheet 47,401 62,896
Counterparty netting, assets (7,239) (3,579)
Counterparty netting, liabilities (7,239) (3,579)
Asset derivative fair value 28,664 29,215
Liability derivative fair value 40,162 59,317
Gross amounts not offset in the balance sheet - cash collateral [1] (6,060) (3,920)
Derivative, Collateral, Right to Reclaim Cash [1] (17,338) (1,312)
Derivative Asset 22,604 25,295
Derivative Liability 22,824 58,005
Derivatives designated as hedging instruments    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 585,573 580,194
Gross amounts recognized in balance sheet 15,155 5,655
Liability derivative notional amount 534,856 339,221
Gross amounts recognized in balance sheet 15,025 3,968
Derivatives designated as hedging instruments | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 585,573 580,194
Gross amounts recognized in balance sheet 15,155 5,655
Liability derivative notional amount 534,856 339,221
Gross amounts recognized in balance sheet 15,025 3,968
Derivatives not designated as hedging instruments    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 1,011,521 584,522
Gross amounts recognized in balance sheet 20,748 27,139
Liability derivative notional amount 4,925,428 5,269,279
Gross amounts recognized in balance sheet 32,376 58,928
Derivatives not designated as hedging instruments | Investment related derivatives | Interest rate exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 0 181,975
Gross amounts recognized in balance sheet 0 423
Liability derivative notional amount 238,215 0
Gross amounts recognized in balance sheet 726 0
Derivatives not designated as hedging instruments | Investment related derivatives | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 33,070 263,722
Gross amounts recognized in balance sheet 313 6,931
Liability derivative notional amount 336,055 141,300
Gross amounts recognized in balance sheet 3,674 2,256
Derivatives not designated as hedging instruments | Investment related derivatives | Credit exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 5,000 5,000
Gross amounts recognized in balance sheet 128 187
Liability derivative notional amount 45,000 45,000
Gross amounts recognized in balance sheet 6,262 6,784
Derivatives not designated as hedging instruments | Investment related derivatives | Financial market exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 0 30,001
Gross amounts recognized in balance sheet 0 1,271
Liability derivative notional amount 40,823 6,998
Gross amounts recognized in balance sheet 3,873 42
Derivatives not designated as hedging instruments | Other non-investment derivatives | Credit exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 20,242 0
Gross amounts recognized in balance sheet 334 0
Liability derivative notional amount 0 25,526
Gross amounts recognized in balance sheet 0 169
Derivatives not designated as hedging instruments | Other non-investment derivatives | Guaranteed minimum income benefit contract    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 35,288 36,171
Gross amounts recognized in balance sheet 17,841 18,136
Liability derivative notional amount 35,288 36,171
Gross amounts recognized in balance sheet 17,841 18,136
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] 917,921 51,653
Gross amounts recognized in balance sheet [2] 2,132 0
Liability derivative notional amount [2] 4,230,047 5,014,284
Gross amounts recognized in balance sheet [2] 0 31,541
Derivatives not designated as hedging instruments | Other non-investment derivatives | Other    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 0 16,000
Gross amounts recognized in balance sheet 0 191
Liability derivative notional amount 0 0
Gross amounts recognized in balance sheet $ 0 $ 0
[1] At March 31, 2018, the Company held cash collateral related to foreign currency derivative positions and certain other derivative positions of $6.1 million for derivatives in an asset position and paid cash collateral of $17.3 million for derivatives in a liability position. At December 31, 2017, the Company held cash collateral related to a foreign currency derivative position 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. 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 and 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 March 31, 2018 is the cumulative net realized and unrealized loss on the life retrocession embedded derivative of $1.1 billion