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Derivative Instruments - Net Realized and unrealized gains (losses) on derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Derivative [Line Items]    
Net realized and unrealized gains (losses) on derivative instruments $ 4,221 $ (7,069)
Derivatives not designated as hedging instruments | Investment related derivatives    
Derivative [Line Items]    
Interest rate exposure 997 (214)
Foreign currency exposure (3,318) (745)
Credit exposure (41) (854)
Financial market exposure (1,348) 185
Derivatives not designated as hedging instruments | Other non-investment derivatives    
Derivative [Line Items]    
Foreign currency exposure 0 (1,210)
Credit exposure 615 632
Modified coinsurance and funds withheld contracts, including life retrocession embedded derivative 2,492 (3,925)
Other 4,824 (938)
Life Funds Withheld Assets    
Derivative [Line Items]    
Net realized and unrealized gains (losses) on derivative instruments $ 22,921 $ (50,101)