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Derivative Financial Instruments Derivative Financial Instruments - Notional and Fair Value (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Dec. 31, 2016
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income $ (10,615) $ 11,781 $ (22,335) $ 114,910  
Net investment income          
Derivatives not designated as hedging instruments          
Change in fair value of GLWB (626) (590) (4,509) (20,020)  
Policyholders' Funds          
Derivatives not designated as hedging instruments          
Embedded derivatives - GLWB 10,221   10,221   $ 5,712
Interest rate swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 492 418 3,919 19,727  
Cross-currency swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (16,046) 1,872 (38,297) 62,147  
Interest rate futures | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (40) 134 62 (77)  
Interest rate futures | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 18 (183) (183) (249)  
Interest rate swaptions | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (6) 23 (37) 96  
Interest rate swaptions | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (73) (39) (224) (256)  
Other forward contracts | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (571) (8,286) (3,151) 7,268  
Other forward contracts | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 7,264 19,413 20,383 31,509  
Futures on equity indices | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (583) 510 (917) 103  
Futures on equity indices | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (1,070) (2,081) (3,890) (5,358)  
Cash flow hedges:          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (23,111) (7,805) (48,311) (3,307)  
Gain (loss) reclassified from OCI into net income (Effective portion) 377 1,819 1,245 6,268  
Cash flow hedges: | Interest rate swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Gain (loss) recognized in OCI on derivatives (Effective portion) 115 (401) 611 4,098  
Gain (loss) reclassified from OCI into net income (Effective portion) 1,175 1,335 3,581 4,166  
Cash flow hedges: | Interest rate swaps | Interest Expense          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (653) (4,284) (5,003) (29,017)  
Gain (loss) reclassified from OCI into net income (Effective portion) (690) (1,092) (2,357) (1,675)  
Cash flow hedges: | Cross-currency swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (22,573) (3,120) (43,919) 21,612  
Gain (loss) reclassified from OCI into net income (Effective portion) $ (108) $ 1,576 $ 21 $ 3,777