Derivative Financial Instruments (Details) (USD $)	3 Months Ended		6 Months Ended			6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended		12 Months Ended	6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012	Jun. 30, 2013 Futures contract transaction	Dec. 31, 2012 Futures contract transaction	Jun. 30, 2013 Swaption transaction	Dec. 31, 2012 Swaption transaction	Jun. 30, 2013 Interest rate swaps transaction	Dec. 31, 2012 Interest rate swaps transaction	Jun. 30, 2013 Cross-currency swaps transaction	Dec. 31, 2012 Cross-currency swaps transaction	Jun. 30, 2013 Interest rate swaps, interest rate futures and interest rate swaptions	Jun. 30, 2013 Interest rate forwards transaction	Dec. 31, 2012 Interest rate forwards transaction	Jun. 30, 2013 Other forward contracts	Jun. 30, 2013 Derivatives designated as hedges	Dec. 31, 2012 Derivatives designated as hedges	Jun. 30, 2013 Derivatives designated as hedges Cash flow hedges	Dec. 31, 2012 Derivatives designated as hedges Cash flow hedges	Jun. 30, 2013 Derivatives designated as hedges Cash flow hedges Interest rate swaps	Dec. 31, 2012 Derivatives designated as hedges Cash flow hedges Interest rate swaps	Jun. 30, 2013 Derivatives designated as hedges Cash flow hedges Cross-currency swaps	Dec. 31, 2012 Derivatives designated as hedges Cash flow hedges Cross-currency swaps	Jun. 30, 2013 Derivatives designated as hedges Fair value hedges	Dec. 31, 2012 Derivatives designated as hedges Fair value hedges	Jun. 30, 2013 Derivatives designated as hedges Fair value hedges Interest rate swaps	Dec. 31, 2012 Derivatives designated as hedges Fair value hedges Interest rate swaps	Jun. 30, 2013 Derivatives not designated as hedges	Dec. 31, 2012 Derivatives not designated as hedges	Jun. 30, 2013 Derivatives not designated as hedges Interest rate swaps	Dec. 31, 2012 Derivatives not designated as hedges Interest rate swaps	Jun. 30, 2013 Derivatives not designated as hedges Futures on equity indices	Dec. 31, 2012 Derivatives not designated as hedges Futures on equity indices	Jun. 30, 2013 Derivatives not designated as hedges Interest rate futures	Dec. 31, 2012 Derivatives not designated as hedges Interest rate futures	Jun. 30, 2013 Derivatives not designated as hedges Interest rate swaptions	Dec. 31, 2012 Derivatives not designated as hedges Interest rate swaptions	Jun. 30, 2013 Derivatives not designated as hedges Other forward contracts	Jun. 30, 2013 As previously reported
Derivative Financial Instruments
Collateral pledged related to the derivatives	$ 83,160,000		$ 83,160,000		$ 43,360,000
Fair value of assets required to settle the derivatives in, net liability position	28,331,000		28,331,000
Amount of unrestricted cash collateral to counterparties in the normal course of business	80,573,000		80,573,000		54,400,000
Net derivative gains estimated to be reclassified from accumulated other comprehensive income (loss) into net income within the next twelve months	7,761,000		7,761,000
Derivative financial instruments
Notional amount	4,765,103,000		4,765,103,000		1,593,845,000													950,193,000	792,224,000	828,417,000	608,448,000	193,700,000	184,200,000	634,717,000	424,248,000	121,776,000	183,776,000	121,776,000	183,776,000	3,814,910,000	801,621,000	37,100,000	29,264,000	4,836,000	3,133,000	17,000,000	80,550,000	593,874,000	688,674,000	3,162,100,000
Net derivatives, Fair value	(111,442,000)		(111,442,000)		(55,740,000)													(80,221,000)	(56,387,000)	(85,910,000)	(54,996,000)	17,671,000	26,113,000	(103,581,000)	(81,109,000)	5,689,000	(1,391,000)	5,689,000	(1,391,000)	(31,221,000)	647,000	(1,010,000)	305,000					849,000	342,000	(31,060,000)
Asset derivatives, Fair value	35,796,000		35,796,000		32,418,000													29,511,000	31,014,000	23,681,000	30,756,000	17,671,000	26,113,000	6,010,000	4,643,000	5,830,000	258,000	5,830,000	258,000	6,285,000	1,404,000	749,000	1,062,000					849,000	342,000	4,687,000
Liability derivatives, Fair value	147,238,000		147,238,000		88,158,000													109,732,000	87,401,000	109,591,000	85,752,000			109,591,000	85,752,000	141,000	1,649,000	141,000	1,649,000	37,506,000	757,000	1,759,000	757,000							35,747,000
Number of derivative transactions						379	931	26	46	32	75	15	23		527	737
Average notional amount of derivative instruments								5,123,000	5,528,000	2,821,000	8,685,000	11,601,000	12,710,000		47,875,000	33,237,000
Average number of contracts per transaction						11	11
Decrease in derivative notional amount as a result of a change in interest rate risk hedging strategy														201,311,000
Increase in derivatives notional amount												210,469,000					3,162,100
Total derivative gains (losses) in net investment income	(31,332,000)	5,081,000	(26,255,000)	13,144,000
Net investment gains (losses) on closed derivative positions	(27,122,000)	13,470,000	(36,323,000)	11,680,000
Aggregate fair value of derivative instruments with credit-risk-related contingent features, in case of net liability position	$ 111,491,000		$ 111,491,000		$ 55,875,000																																				$ 80,605,000