XML 39 R45.htm IDEA: XBRL DOCUMENT v2.4.1.9
Fair Value Measurements - Recurring basis Level 3 rollforward (Details 2) (Recurring basis, Level 3, USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Recurring Level 3 financial assets and liabilities    
Balance at the beginning of the period $ 5,878us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue $ 259,642us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
Net income (loss) 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1  
Other comprehensive income (loss) (28)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss 6,868us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
Settlements (488)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements (13,933)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
Balance at the end of the period 5,362us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue 252,577us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
Total gains (losses) for the period included in net income attributable to the change in unrealized gains and losses relating to assets held 0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss 0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
Fixed maturities available-for-sale, Corporate debt securities
   
Recurring Level 3 financial assets and liabilities    
Balance at the beginning of the period 5,842us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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6,652us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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Net income (loss) 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
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Other comprehensive income (loss) (28)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
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58us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
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Settlements (485)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
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(187)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
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= us-gaap_FairValueInputsLevel3Member
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Balance at the end of the period 5,329us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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= us-gaap_CorporateDebtSecuritiesMember
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6,523us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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= us-gaap_FairValueMeasurementsRecurringMember
Total gains (losses) for the period included in net income attributable to the change in unrealized gains and losses relating to assets held 0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
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0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Fixed maturities available-for-sale, Asset-backed securities
   
Recurring Level 3 financial assets and liabilities    
Balance at the beginning of the period 36us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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252,958us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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Net income (loss) 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
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= us-gaap_FairValueMeasurementsRecurringMember
 
Other comprehensive income (loss) 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
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= us-gaap_FairValueInputsLevel3Member
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= us-gaap_FairValueMeasurementsRecurringMember
6,813us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
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= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
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Settlements (3)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
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= us-gaap_AssetBackedSecuritiesMember
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= us-gaap_FairValueInputsLevel3Member
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= us-gaap_FairValueMeasurementsRecurringMember
(13,746)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
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= us-gaap_FairValueInputsLevel3Member
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Balance at the end of the period 33us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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= us-gaap_AssetBackedSecuritiesMember
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= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
246,025us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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= us-gaap_AssetBackedSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Total gains (losses) for the period included in net income attributable to the change in unrealized gains and losses relating to assets held 0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
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0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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= us-gaap_AssetBackedSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
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Fixed maturities available-for-sale, Collateralized debt obligations
   
Recurring Level 3 financial assets and liabilities    
Balance at the beginning of the period 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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32us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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Net income (loss) 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
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Other comprehensive income (loss) 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
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(3)us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
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= us-gaap_FairValueMeasurementsRecurringMember
Settlements 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
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0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
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Balance at the end of the period 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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29us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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Total gains (losses) for the period included in net income attributable to the change in unrealized gains and losses relating to assets held 0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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Embedded Derivative Financial Instruments
   
Recurring Level 3 financial assets and liabilities    
Balance at the beginning of the period 6,407us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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Net income (loss) 2,770us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
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Other comprehensive income (loss) 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisGainLossIncludedInOtherComprehensiveIncomeLoss
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Settlements 0us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
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Balance at the end of the period 9,177us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
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Total gains (losses) for the period included in net income attributable to the change in unrealized gains and losses relating to assets held $ 2,770us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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$ 0us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
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