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Derivative Instruments - Impact of life retro arrangements (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Derivative [Line Items]    
Underwriting profit (loss) $ 114,088 $ 138,456
Net investment income 218,481 200,532
Foreign exchange gains (losses) (9,841) 3,336
Other income and expenses (5,742) [1] 2,215 [2]
Net realized and unrealized gains (losses) on life retrocession embedded derivative 4,221 (7,069)
Net income (loss) 161,233 213,849
Change in adjustments related to future policy benefit reserves, net of tax 4,164 5,132
Foreign currency translation adjustments, net of tax (2,432) 41,938
Comprehensive income (loss) (359,223) 129,428
Life Funds Withheld Assets    
Derivative [Line Items]    
Net investment income 30,398 33,364
Net unrealized gains (losses) on investments, trading (31,667) (1,406)
Other-than-temporary impairments (1,203) 0
Net realized and unrealized gains (losses) on life retrocession embedded derivative 22,921 (50,101)
Change in net unrealized gains (losses) on investments AFS, net of tax (35,754) (20,108)
Grey Castle Life Reinsurance SAC Ltd | Life Funds Withheld Assets    
Derivative [Line Items]    
Underwriting profit (loss) 0 0
Net investment income 30,398 33,364
Net realized gains (losses) on investments AFS 10,358 34,474
Net unrealized gains (losses) on investments, trading (31,667) (1,406)
Other-than-temporary impairments (1,203) 0
Foreign exchange gains (losses) 10,719 3,294
Other income and expenses (36) (70)
Net realized and unrealized gains (losses) on life retrocession embedded derivative 22,921 (50,101)
Net income (loss) 41,490 19,555
Change in net unrealized gains (losses) on investments AFS, net of tax (35,754) (20,108)
Change in adjustments related to future policy benefit reserves, net of tax 4,164 5,132
Foreign currency translation adjustments, net of tax (9,900) (4,579)
Total changes to other comprehensive income as a result of GreyCastle Life Retro Arrangements (41,490) (19,555)
Comprehensive income (loss) $ 0 $ 0
[1] Net fee income and other includes operating expenses of $12.5 million from the Company's loss prevention consulting services business.
[2] Net fee income and other includes operating expenses of $11.4 million from the Company's loss prevention consulting services business.