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Derivatives - Income Statement (Details) - Derivatives not designated as hedges [Member] - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ (47,711) $ (35,985) $ (67,590)
Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (41,776) (50,854) (32,689)
Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (5,935) 14,869 (34,901)
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 (41,776) (53,437) (29,217)
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 0 2,583 (3,472)
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 (11,683) (5,195) (32,004)
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 (563) 3,813 (1,556)
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 464 (1,096) 1,390
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 1,105 10,981 (8,101)
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 4,742 6,366 2,877
Other | 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 $ 0 $ 2,493