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Derivative Instruments - Gross amounts of derivative fair values contained in the consolidated balance sheet (Details) - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Derivatives, Fair Value [Line Items]    
Gross amounts recognized in balance sheet $ 82,544 $ 32,794
Gross amounts recognized in balance sheet 47,651 62,896
Counterparty netting, assets (7,627) (3,579)
Counterparty netting, liabilities (7,627) (3,579)
Asset derivative fair value 74,917 29,215
Liability derivative fair value 40,024 59,317
Gross amounts not offset in the balance sheet - cash collateral [1] (43,420) (3,920)
Derivative, Collateral, Right to Reclaim Cash [1] (3,089) (1,312)
Derivative Asset 31,497 25,295
Derivative Liability 36,935 58,005
Derivatives designated as hedging instruments    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 953,438 580,194
Gross amounts recognized in balance sheet 60,325 5,655
Liability derivative notional amount 166,497 339,221
Gross amounts recognized in balance sheet 4,277 3,968
Derivatives designated as hedging instruments | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 953,438 580,194
Gross amounts recognized in balance sheet 60,325 5,655
Liability derivative notional amount 166,497 339,221
Gross amounts recognized in balance sheet 4,277 3,968
Derivatives not designated as hedging instruments    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 268,123 584,522
Gross amounts recognized in balance sheet 22,219 27,139
Liability derivative notional amount 5,012,595 5,269,279
Gross amounts recognized in balance sheet 43,374 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 239,109 0
Gross amounts recognized in balance sheet 387 0
Derivatives not designated as hedging instruments | Investment related derivatives | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 126,239 263,722
Gross amounts recognized in balance sheet 1,958 6,931
Liability derivative notional amount 211,809 141,300
Gross amounts recognized in balance sheet 6,360 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 65 187
Liability derivative notional amount 45,000 45,000
Gross amounts recognized in balance sheet 5,730 6,784
Derivatives not designated as hedging instruments | Investment related derivatives | Financial market exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 34,580 30,001
Gross amounts recognized in balance sheet 2,317 1,271
Liability derivative notional amount 0 6,998
Gross amounts recognized in balance sheet 0 42
Derivatives not designated as hedging instruments | Other non-investment derivatives | Foreign currency exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 0 0
Gross amounts recognized in balance sheet 0 0
Liability derivative notional amount 24,534 0
Gross amounts recognized in balance sheet 468 0
Derivatives not designated as hedging instruments | Other non-investment derivatives | Credit exposure    
Derivatives, Fair Value [Line Items]    
Asset derivative notional amount 19,553 0
Gross amounts recognized in balance sheet 57 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 35,400 36,171
Gross amounts recognized in balance sheet 17,822 18,136
Liability derivative notional amount 35,400 36,171
Gross amounts recognized in balance sheet 17,822 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] 47,351 51,653
Gross amounts recognized in balance sheet [2] 0 0
Liability derivative notional amount [2] 4,456,743 5,014,284
Gross amounts recognized in balance sheet [2] 12,607 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 June 30, 2018, the Company held cash collateral related to foreign currency derivative positions and certain other derivative positions of $43.4 million for derivatives in an asset position and paid cash collateral of $3.1 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 in 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 June 30, 2018 is the cumulative net realized and unrealized loss on the life retrocession embedded derivative of $0.9 billion