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Derivatives - Income Statement (Details) - Derivatives not designated as hedges [Member] - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ (35,985) $ (67,590) $ (37,037)
Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (50,854) (32,689) 38,589
Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 14,869 (34,901) (75,626)
Foreign exchange forward contracts | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (53,437) (29,217) 39,399
Foreign currency option contracts | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 2,583 (3,472) (810)
Futures contracts | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (5,195) (32,004) (72,146)
Insurance-linked securities | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 3,813 (1,556) 230
Total return swaps | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (1,096) 1,390 (1,002)
Interest rate swaps | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 10,981 (8,101) (15,871)
TBAs | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 6,366 2,877 13,166
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 $ 0 $ 2,493 $ (3)