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Derivative Instruments - Impact of life retro arrangements (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Derivative [Line Items]        
Underwriting profit (loss) $ 105,163 $ 188,261 $ 219,251 $ 326,717
Net investment income 231,788 208,674 450,269 409,206
Foreign exchange gains (losses) 12,140 5,643 2,299 8,979
Other income and expenses (3,806) [1] (1,997) [2] (9,548) [3] 218 [4]
Net realized and unrealized gains (losses) on life retrocession embedded derivative 16,126 (906) 20,347 (7,975)
Net income (loss) 336,800 310,043 498,033 523,892
Change in adjustments related to future policy benefit reserves, net of tax 42,314 3,437 46,478 8,569
Foreign currency translation adjustments, net of tax (28,296) (1,092) (30,728) 40,846
Comprehensive income (loss) (260,991) 76,191 (620,214) 205,619
Life Funds Withheld Assets        
Derivative [Line Items]        
Net investment income 30,252 31,439 60,650 64,803
Net unrealized gains (losses) on investments, trading (1,896) (22,319) (33,563) (23,725)
Other-than-temporary impairments 0 0 (1,203) 0
Net realized and unrealized gains (losses) on life retrocession embedded derivative (36,120) (34,596) (13,199) (84,697)
Change in net unrealized gains (losses) on investments AFS, net of tax (99,031) (11,956) (134,785) (32,064)
Grey Castle Life Reinsurance SAC Ltd | Life Funds Withheld Assets        
Derivative [Line Items]        
Underwriting profit (loss) 0 0 0 0
Net investment income 30,252 31,439 60,650 64,803
Net realized gains (losses) on investments AFS 65,305 29,778 75,663 64,252
Net unrealized gains (losses) on investments, trading (1,896) (22,319) (33,563) (23,725)
Other-than-temporary impairments 0 0 (1,203) 0
Foreign exchange gains (losses) (14,794) 14,964 (4,074) 18,259
Other income and expenses (80) (19) (116) (90)
Net realized and unrealized gains (losses) on life retrocession embedded derivative (36,120) (34,596) (13,199) (84,697)
Net income (loss) 42,667 19,247 84,158 38,802
Change in net unrealized gains (losses) on investments AFS, net of tax (99,031) (11,956) (134,785) (32,064)
Change in adjustments related to future policy benefit reserves, net of tax 42,314 3,437 46,478 8,569
Foreign currency translation adjustments, net of tax 14,050 (10,728) 4,149 (15,307)
Total changes to other comprehensive income as a result of GreyCastle Life Retro Arrangements (42,667) (19,247) (84,158) (38,802)
Comprehensive income (loss) $ 0 $ 0 $ 0 $ 0
[1] Net fee income and other includes operating expenses of $12.1 million from the Company's loss prevention consulting services business.
[2] Net fee income and other includes operating expenses of $12.2 million from the Company's loss prevention consulting services business.
[3] Net fee income and other includes operating expenses of $24.6 million from the Company's loss prevention consulting services business.
[4] Net fee income and other includes operating expenses of $23.7 million from the Company's loss prevention consulting services business.