XML 56 R43.htm IDEA: XBRL DOCUMENT v3.5.0.2
Fair Value Measurements (Quantitative Information Used As Level 3 Inputs) (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2016
USD ($)
$ / bond
Dec. 31, 2015
USD ($)
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Other assets and (liabilities) $ 5,804 $ 3,463
Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Assets, fair value (12,012)  
Other assets and (liabilities) (12,012)  
Assumed reinsurance contract | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Liabilities, fair value $ (677)  
Assumed reinsurance contract | Low | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Bond price | $ / bond 100.01  
Assumed reinsurance contract | Maximum | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Bond price | $ / bond 102.95  
Assumed reinsurance contract | Weighted Average or Actual | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Bond price | $ / bond 101.57  
Liquidity discount 1.30%  
Assumed and ceded (re)insurance contract | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Liabilities, fair value $ (11,335)  
Assumed and ceded (re)insurance contract | Low | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Contract period 8 months 1 day  
Assumed and ceded (re)insurance contract | Maximum | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Contract period 4 years 7 months 27 days  
Assumed and ceded (re)insurance contract | Weighted Average or Actual | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Net undiscounted cash flows $ (11,520)  
Expected loss ratio 39.00%  
Net acquisition expense ratio (21.70%)  
Contract period 4 years 4 months 6 days  
Discount rate 1.10%  
Assumed and ceded (re)insurance contracts | Internal Valuation Model Valuation Technique | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Liabilities, fair value $ (12,012)