XML 43 R32.htm IDEA: XBRL DOCUMENT v3.4.0.3
Derivatives (Details - Income Statement) - Derivates not designated as hedges [Member] - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (loss) on derivatives recognized in income $ (35,912) $ (35,307)
Included in net foreign exchange gains and losses [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (loss) on derivatives recognized in income (3,948) (2,608)
Included in net realized and unrealized investment gains and losses [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (loss) on derivatives recognized in income (31,964) (32,699)
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 (5,925) (4,636)
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 1,977 2,028
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 (41,674) (34,539)
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 (405) 2
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 86 465
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 (897) (4,791)
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 10,926 3,671
Other Contract [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 $ 0 $ 2,493