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Derivatives - Income Statement (Details) - Derivatives not designated as hedges [Member] - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ (67,590) $ (37,037) $ 6,004
Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (32,689) 38,589 (64,183)
Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (34,901) (75,626) 70,187
Foreign exchange forward contracts [Member] | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (29,217) 39,399 (59,019)
Foreign currency option contracts [Member] | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (3,472) (810) (5,164)
Futures contracts [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (32,004) (72,146) 78,841
Insurance-linked securities [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (1,556) 230 (707)
Total return swaps [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 1,390 (1,002) (6,597)
Interest rate swaps [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (8,101) (15,871) 7,469
TBAs [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 2,877 13,166 (8,808)
Other [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ 2,493 $ (3) $ (11)