Derivative Financial Instruments (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		9 Months Ended			9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended	12 Months Ended	9 Months Ended			12 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012	Sep. 30, 2013 Futures contract transaction	Dec. 31, 2012 Futures contract transaction	Sep. 30, 2013 Swaption transaction	Dec. 31, 2012 Swaption transaction	Sep. 30, 2013 Interest rate swaps transaction	Dec. 31, 2012 Interest rate swaps transaction	Sep. 30, 2013 Cross-currency swaps transaction	Dec. 31, 2012 Cross-currency swaps transaction	Sep. 30, 2013 Interest rate swaps, interest rate futures and interest rate swaptions	Sep. 30, 2013 Other forward contracts	Sep. 30, 2013 TBA forward contracts transaction	Dec. 31, 2012 TBA forward contracts transaction	Sep. 30, 2013 Derivatives designated as hedges	Dec. 31, 2012 Derivatives designated as hedges	Sep. 30, 2013 Derivatives designated as hedges Cash flow hedges	Dec. 31, 2012 Derivatives designated as hedges Cash flow hedges	Sep. 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	Sep. 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	Sep. 30, 2013 Derivatives designated as hedges Fair value hedges	Dec. 31, 2012 Derivatives designated as hedges Fair value hedges	Sep. 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	Sep. 30, 2013 Derivatives not designated as hedges	Dec. 31, 2012 Derivatives not designated as hedges	Sep. 30, 2013 Derivatives not designated as hedges Interest rate swaps	Dec. 31, 2012 Derivatives not designated as hedges Interest rate swaps	Sep. 30, 2013 Derivatives not designated as hedges Futures on equity indices	Dec. 31, 2012 Derivatives not designated as hedges Futures on equity indices	Sep. 30, 2013 Derivatives not designated as hedges Interest rate futures	Dec. 31, 2012 Derivatives not designated as hedges Interest rate futures	Sep. 30, 2013 Derivatives not designated as hedges Interest rate swaptions	Dec. 31, 2012 Derivatives not designated as hedges Interest rate swaptions	Sep. 30, 2013 Derivatives not designated as hedges Other forward contracts
Derivative Financial Instruments
Aggregate fair value of derivative instruments with credit-risk-related contingent features, in case of net liability position	$ 156,959		$ 156,959		$ 55,875
Collateral related to the derivatives	132,180		132,180		43,360
Fair value of assets required to settle the derivatives in, net liability position	24,779		24,779
Amount of unrestricted cash collateral to counterparties in the normal course of business	131,503		131,503		54,400
Net derivative gains estimated to be reclassified from accumulated other comprehensive income (loss) into net income within the next twelve months	7,823		7,823
Derivative financial instruments
Notional amount	7,275,645		7,275,645		1,593,845													906,417	792,224	828,417	608,448	193,700	184,200	634,717	424,248	78,000	183,776	78,000	183,776	6,369,228	801,621	42,100	29,264	4,074	3,133	16,080	80,550	544,674	688,674	5,762,300
Net derivatives, Fair value	(75,633)		(75,633)		(55,740)													(130,476)	(56,387)	(134,408)	(54,996)	16,663	26,113	(151,071)	(81,109)	3,932	(1,391)	3,932	(1,391)	54,843	647	(1,607)	305					920	342	55,530
Asset derivatives, Fair value	111,276		111,276		32,418													23,922	31,014	19,808	30,756	16,663	26,113	3,145	4,643	4,114	258	4,114	258	87,354	1,404	955	1,062					920	342	85,479
Liability derivatives, Fair value	186,909		186,909		88,158													154,398	87,401	154,216	85,752			154,216	85,752	182	1,649	182	1,649	32,511	757	2,562	757							29,949
Number of derivative transactions						503	931	39	46	44	75	15	23			869	737
Average notional amount of the derivative instruments								5,077	5,528	3,228	8,685	14,031	12,710			47,714	33,237
Average number of contracts per transaction						9	11
Decrease in derivative notional amount as a result of a change in interest rate risk hedging strategy														290,969
Increase in the derivatives notional amount												210,469			5,762,300
Total derivative gains (losses) in net investment income	87,137	14,100	60,882	27,243
Net investment gains (losses) on closed derivative positions	$ (67,117)	$ 13,046	$ (103,440)	$ 24,727