XML 55 R44.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value Measurements (Quantitative Information Used As Level 3 Inputs) (Details) - Internal Valuation Model Valuation Technique - Significant Unobservable Inputs (Level 3)
$ in Thousands
3 Months Ended
Mar. 31, 2017
USD ($)
$ / bond
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Other assets and (liabilities) $ (12,135)
Assumed reinsurance contract  
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Other assets and (liabilities) $ (180)
Assumed reinsurance contract | Low  
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Bond price | $ / bond 101.02
Assumed reinsurance contract | High  
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Bond price | $ / bond 107.15
Assumed reinsurance contract | Weighted Average or Actual  
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Bond price | $ / bond 104.41
Liquidity discount 1.30%
Assumed and ceded (re)insurance contract  
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Other assets and (liabilities) $ (11,955)
Assumed and ceded (re)insurance contract | Low  
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Contract period 2 years
Assumed and ceded (re)insurance contract | High  
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  
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]  
Net undiscounted cash flows $ (12,620)
Expected loss ratio 33.10%
Net acquisition expense ratio (20.50%)
Contract period 4 years 6 months
Discount rate 1.90%