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Derivative Instruments - Notional Value, Fair Value and Gains and Losses Recognized in Investment Gains (Losses) (Details) - Not Designated as Hedging Instrument [Member] - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Derivative [Line Items]    
Notional Value $ 664,558 $ 508,405
Derivative Assets 12,588 6,787
Derivative Liabilities 12,221 9,392
Gains (Losses) 15,172 (19,277)
Exchange-Traded Future [Member]    
Derivative [Line Items]    
Notional Value 160,755 149,863
Derivative Assets 1,539 571
Derivative Liabilities 2,651 2,438
Gains (Losses) 8,572 (3,766)
Currency Forwards [Member]    
Derivative [Line Items]    
Notional Value 262,873 149,282
Derivative Assets 4,604 1,782
Derivative Liabilities 4,077 333
Gains (Losses) 7,445 3,160
Interest Rate Swap [Member]    
Derivative [Line Items]    
Notional Value 65,484 50,591
Derivative Assets 2,945 1,507
Derivative Liabilities 3,745 2,679
Gains (Losses) (443) (2,941)
Credit Default Swap [Member]    
Derivative [Line Items]    
Notional Value 29,421 32,745
Derivative Assets 2,089 1,432
Derivative Liabilities 774 110
Gains (Losses) (253) (826)
Option swap [Member]    
Derivative [Line Items]    
Notional Value 24 11
Derivative Assets 9 107
Derivative Liabilities 2 88
Gains (Losses) 11 (338)
Total Return Swap [Member]    
Derivative [Line Items]    
Notional Value 146,001 125,913
Derivative Assets 1,402 1,388
Derivative Liabilities 972 3,744
Gains (Losses) $ (160) $ (14,566)