XML 84 R71.htm IDEA: XBRL DOCUMENT v3.10.0.1
Fair Value of Assets and Liabilities Fair Value of Assets and Liabilities (Balances of Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale $ 36,784,954 $ 38,150,820
Non Redeemable Preferred Stock Equity Method Investments Fair Value Disclosure   39,806
Equity Method Investments, Fair Value Disclosure 108,070 60,346
Funds withheld at interest embedded derivatives 144,610 122,194
Cash and cash equivalents 424,601 356,788
Short-term investments 82,521 50,746
Investments, Fair Value Disclosure 349,517 356,154
Other Assets, Fair Value Disclosure 43,971 40,659
Assets, Fair Value Disclosure 37,938,244 39,177,513
Fair Value Measured On Recurring Basis Guaranteed Interest Contracts Embedded Derivatives 928,797 1,014,228
Liabilities Fair Value Disclosure    
Financial Liabilities Fair Value Disclosure 937,868 1,038,469
Interest Rate Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 36,170 51,359
Liabilities Fair Value Disclosure    
Other liabilities (14,740) (14,311)
Foreign Currency Forwards    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 18,428 730
Liabilities Fair Value Disclosure    
Other liabilities (8) (7,213)
Consumer Price Index Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure (42) (221)
Liabilities Fair Value Disclosure    
Other liabilities 969 (1,939)
Fair Value Option Contractholder Directed Unit Linked Investments [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 212,202 218,541
Credit Default Swaps    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 5,927 5,908
Liabilities Fair Value Disclosure    
Other liabilities (676) (760)
Equity Option [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 21,136 16,932
Liabilities Fair Value Disclosure    
Other liabilities (4,814) (6,339)
Currency Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 55,696 62,905
Liabilities Fair Value Disclosure    
Other liabilities   (6,194)
Mortality Swap [Member]    
Liabilities Fair Value Disclosure    
Other liabilities (782) (1,683)
Corporate Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 22,503,507 23,210,968
Canadian and Canadian provincial governments    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 4,062,843 4,220,076
Residential mortgage-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,821,214 1,719,880
Asset-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,708,824 1,648,362
Commercial Mortgage Backed Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,242,509 1,303,387
US Treasury and Government [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,525,150 1,943,592
US States and Political Subdivisions Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 737,044 703,428
Debt Security, Government, Non-US [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 3,183,863 3,401,127
Fair Value Inputs Level 1 Member    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,405,485 1,818,006
Non Redeemable Preferred Stock Equity Method Investments Fair Value Disclosure   39,806
Equity Method Investments, Fair Value Disclosure 65,133 60,346
Funds withheld at interest embedded derivatives 0 0
Cash and cash equivalents 409,242 354,071
Short-term investments 991 0
Investments, Fair Value Disclosure 211,141 217,618
Other Assets, Fair Value Disclosure 0 0
Assets, Fair Value Disclosure 2,091,992 2,489,847
Fair Value Measured On Recurring Basis Guaranteed Interest Contracts Embedded Derivatives 0 0
Liabilities Fair Value Disclosure    
Financial Liabilities Fair Value Disclosure 0 0
Fair Value Inputs Level 1 Member | Interest Rate Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 1 Member | Foreign Currency Forwards    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 1 Member | Consumer Price Index Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 1 Member | Fair Value Option Contractholder Directed Unit Linked Investments [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 211,141 217,618
Fair Value Inputs Level 1 Member | Credit Default Swaps    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 1 Member | Equity Option [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 1 Member | Currency Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities   0
Fair Value Inputs Level 1 Member | Mortality Swap [Member]    
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 1 Member | Corporate Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 0 0
Fair Value Inputs Level 1 Member | Canadian and Canadian provincial governments    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 0 0
Fair Value Inputs Level 1 Member | Residential mortgage-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 0 0
Fair Value Inputs Level 1 Member | Asset-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 0 0
Fair Value Inputs Level 1 Member | Commercial Mortgage Backed Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 0 0
Fair Value Inputs Level 1 Member | US Treasury and Government [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,405,485 1,818,006
Fair Value Inputs Level 1 Member | US States and Political Subdivisions Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 0 0
Fair Value Inputs Level 1 Member | Debt Security, Government, Non-US [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 0 0
Fair Value Inputs Level 2 Member    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 33,269,941 34,098,204
Non Redeemable Preferred Stock Equity Method Investments Fair Value Disclosure   0
Equity Method Investments, Fair Value Disclosure 0 0
Funds withheld at interest embedded derivatives 0 0
Cash and cash equivalents 15,359 2,717
Short-term investments 78,313 47,650
Investments, Fair Value Disclosure 138,376 138,536
Other Assets, Fair Value Disclosure 0 0
Assets, Fair Value Disclosure 33,501,989 34,287,107
Fair Value Measured On Recurring Basis Guaranteed Interest Contracts Embedded Derivatives 0 0
Liabilities Fair Value Disclosure    
Financial Liabilities Fair Value Disclosure 8,289 22,558
Fair Value Inputs Level 2 Member | Interest Rate Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 36,170 51,359
Liabilities Fair Value Disclosure    
Other liabilities (14,740) (14,311)
Fair Value Inputs Level 2 Member | Foreign Currency Forwards    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 18,428 730
Liabilities Fair Value Disclosure    
Other liabilities (8) (7,213)
Fair Value Inputs Level 2 Member | Consumer Price Index Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure (42) (221)
Liabilities Fair Value Disclosure    
Other liabilities 969 (1,939)
Fair Value Inputs Level 2 Member | Fair Value Option Contractholder Directed Unit Linked Investments [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 1,061 923
Fair Value Inputs Level 2 Member | Credit Default Swaps    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 5,927 5,908
Liabilities Fair Value Disclosure    
Other liabilities (676) (760)
Fair Value Inputs Level 2 Member | Equity Option [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 21,136 16,932
Liabilities Fair Value Disclosure    
Other liabilities (4,814) (6,339)
Fair Value Inputs Level 2 Member | Currency Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 55,696 62,905
Liabilities Fair Value Disclosure    
Other liabilities   (6,194)
Fair Value Inputs Level 2 Member | Mortality Swap [Member]    
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 2 Member | Corporate Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 21,136,353 21,873,696
Fair Value Inputs Level 2 Member | Canadian and Canadian provincial governments    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 3,490,145 3,626,134
Fair Value Inputs Level 2 Member | Residential mortgage-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,766,375 1,611,998
Fair Value Inputs Level 2 Member | Asset-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,638,138 1,524,888
Fair Value Inputs Level 2 Member | Commercial Mortgage Backed Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,240,642 1,300,153
Fair Value Inputs Level 2 Member | US Treasury and Government [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 98,930 103,075
Fair Value Inputs Level 2 Member | US States and Political Subdivisions Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 720,539 662,225
Fair Value Inputs Level 2 Member | Debt Security, Government, Non-US [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 3,178,819 3,396,035
Fair Value Inputs Level 3 Member    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 2,109,528 2,234,610
Non Redeemable Preferred Stock Equity Method Investments Fair Value Disclosure   0
Equity Method Investments, Fair Value Disclosure 42,937 0
Funds withheld at interest embedded derivatives 144,610 122,194
Cash and cash equivalents 0 0
Short-term investments 3,217 3,096
Investments, Fair Value Disclosure 0 0
Other Assets, Fair Value Disclosure 43,971 40,659
Assets, Fair Value Disclosure 2,344,263 2,400,559
Fair Value Measured On Recurring Basis Guaranteed Interest Contracts Embedded Derivatives 928,797 1,014,228
Liabilities Fair Value Disclosure    
Financial Liabilities Fair Value Disclosure 929,579 1,015,911
Fair Value Inputs Level 3 Member | Interest Rate Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 3 Member | Foreign Currency Forwards    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 3 Member | Consumer Price Index Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 3 Member | Fair Value Option Contractholder Directed Unit Linked Investments [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Fair Value Inputs Level 3 Member | Credit Default Swaps    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 3 Member | Equity Option [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities 0 0
Fair Value Inputs Level 3 Member | Currency Swap [Member]    
Assets Fair Value Disclosure    
Investments, Fair Value Disclosure 0 0
Liabilities Fair Value Disclosure    
Other liabilities   0
Fair Value Inputs Level 3 Member | Mortality Swap [Member]    
Liabilities Fair Value Disclosure    
Other liabilities (782) (1,683)
Fair Value Inputs Level 3 Member | Corporate Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,367,154 1,337,272
Fair Value Inputs Level 3 Member | Canadian and Canadian provincial governments    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 572,698 593,942
Fair Value Inputs Level 3 Member | Residential mortgage-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 54,839 107,882
Fair Value Inputs Level 3 Member | Asset-backed securities    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 70,686 123,474
Fair Value Inputs Level 3 Member | Commercial Mortgage Backed Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 1,867 3,234
Fair Value Inputs Level 3 Member | US Treasury and Government [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 20,735 22,511
Fair Value Inputs Level 3 Member | US States and Political Subdivisions Debt Securities [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale 16,505 41,203
Fair Value Inputs Level 3 Member | Debt Security, Government, Non-US [Member]    
Assets Fair Value Disclosure    
Fixed maturity securities, available-for-sale $ 5,044 $ 5,092