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Derivative Financial Instruments (Details 2) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Dec. 31, 2015
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income $ 11,781 $ 86,668 $ 114,910 $ 67,996  
Net investment income          
Derivatives not designated as hedging instruments          
Change in fair value of GLWB (590) (6,858) (20,020) (3,370)  
Policyholders' Funds          
Derivatives not designated as hedging instruments          
Embedded derivatives - GLWB 31,277   31,277   $ 11,257
Interest rate swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 418 6,480 19,727 553  
Interest rate futures | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 134 (99) (77) (214)  
Interest rate futures | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (183) (117) (249) 55  
Futures on equity indices | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 510 478 103 896  
Futures on equity indices | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (2,081) 1,111 (5,358) 122  
Interest rate swaptions | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 23 928 96 2,919  
Interest rate swaptions | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (39) 0 (256) (2,076)  
Other forward contracts | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (8,286) 32,538 7,268 14,778  
Other forward contracts | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 19,413 8,504 31,509 6,414  
Cross-currency swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 1,872 36,845 62,147 44,549  
Cash flow hedges:          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (7,805) 14,804 (3,307) 15,326  
Gain (loss) reclassified from OCI into net income (Effective portion) 1,819 2,099 6,268 6,448  
Cash flow hedges: | Interest rate swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (401) (937) 4,098 (311)  
Gain (loss) reclassified from OCI into net income (Effective portion) 1,335 1,490 4,166 5,183  
Cash flow hedges: | Interest rate swaps | Interest Expense          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (4,284) 0 (29,017) 0  
Gain (loss) reclassified from OCI into net income (Effective portion) (1,092) 0 (1,675) 0  
Cash flow hedges: | Interest rate futures | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) 0 0 0 0  
Gain (loss) reclassified from OCI into net income (Effective portion) 0 (21) 0 (64)  
Cash flow hedges: | Cross-currency swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (3,120) 15,741 21,612 15,637  
Gain (loss) reclassified from OCI into net income (Effective portion) 1,576 630 3,777 1,329  
Fair value hedges:          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) on derivatives recognized in net income 0 (297) 0 (724)  
Gain (loss) on hedged assets recognized in net income 0 300 0 728  
Fair value hedges: | Interest rate swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) on derivatives recognized in net income 0 (620) 0 (1,489)  
Gain (loss) on hedged assets recognized in net income 0 623 0 1,493  
Fair value hedges: | Interest rate swaps | Realized investment gains (losses)          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) on derivatives recognized in net income 0 323 0 765  
Gain (loss) on hedged assets recognized in net income $ 0 $ (323) $ 0 $ (765)