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Derivative Instruments - Net Realized and unrealized gains (losses) on derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ 906 $ 48,509 $ (2,716) $ 65,030
Derivatives not designated as hedging instruments | Investment related derivatives        
Derivative [Line Items]        
Interest rate exposure 0 (6,563) 781 3,073
Foreign exchange exposure 4 482 (666) (880)
Credit exposure 16 (386) (147) (305)
Financial market exposure (1,811) (1,645) (2,821) 1,398
Derivatives not designated as hedging instruments | Other non-investment derivatives        
Derivative [Line Items]        
Foreign exchange exposure 183 55,372 (998) 57,431
Credit exposure 250 132 (53) 1,478
Modified coinsurance funds withheld contract 2,264 1,117 1,188 2,835
Life Funds Withheld Assets        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ (229,742) $ 239,174 $ (465,822) $ 9,807