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Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2012
Summary of Derivative Instruments [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
     December 31, 2012  December 31, 2011
      Notional Carrying Value/Fair Value   Notional Carrying Value/Fair Value
      Amount  Assets  Liabilities   Amount  Assets  Liabilities
Derivatives not designated as                  
 hedging instruments:                  
 Interest rate swaps$ 2,195,059 $ 123,085 $ 17,867  $ 2,748,317 $ 184,842 $ 18,702
 Financial futures  127,877   --   --    277,814   --   --
 Foreign currency forwards  74,400   1,017   2,105    24,400   4,560   --
 Consumer price index swaps  85,135   1,446   --    101,069   766   --
 Credit default swaps  714,000   2,228   5,922    649,500   1,313   10,949
 Equity options  696,776   62,514   --    510,073   90,106   --
 Synthetic guaranteed investment contracts  2,018,073   --   --    --   --   --
 Embedded derivatives in:                  
  Modified coinsurance or funds                  
   withheld arrangements  --   --   243,177    --   --   361,456
  Indexed annuity products  --   --   740,256    --   4,945   751,523
  Variable annuity products  --   --   172,105    --   --   276,718
 Total non-hedging derivatives  5,911,320   190,290   1,181,432    4,311,173   286,532   1,419,348
                       
Derivatives designated as                  
 hedging instruments:                  
 Interest rate swaps  57,275   344   786    56,250   133   960
 Foreign currency swaps  629,512   --   27,398    621,578   286   23,996
 Total hedging derivatives  686,787   344   28,184    677,828   419   24,956
Total derivatives$ 6,598,107 $ 190,634 $ 1,209,616  $ 4,989,001 $ 286,951 $ 1,444,304
Net Derivatives Gains Losses Recognized On Fair Value Derivatives And Related Hedged Items [Table Text Block]
Type of Fair Value Hedge   Hedged Item  Gains (Losses) Recognized for Derivatives  Gains (Losses) Recognized for Hedged Items  Ineffectiveness Recognized in Investment Related Gains (Losses)
             
For the year ended December 31, 2011:       
Interest rate swaps  Fixed rate fixed maturities $ (785) $ 1,402 $ 617
             
For the year ended December 31, 2010:       
Interest rate swaps  Fixed rate fixed maturities $ (1,041) $ 1,599 $ 558
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]
 2012 2011
Accumulated other comprehensive income (loss), balance beginning of year$ (828) $ --
Gains (losses) deferred in other comprehensive income (loss) on the effective portion of cash flow hedges   2,613   (628)
Amounts reclassified to investment income  (1,382)   (200)
Accumulated other comprehensive income (loss), balance end of period$ 403 $ (828)
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
Derivatives in Cash Flow Hedging Relationships Amount of Gains (Losses) Deferred in AOCI on Derivatives Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss) Amount and Location of Gains (Losses) Recognized in Income (Loss) on Derivatives
  (Effective Portion) (Effective Portion) (Ineffective Portion and Amounts Excluded from Effectiveness Testing)
     Investment Related Gains (Losses) Investment Income Investment Related Gains (Losses) Investment Income
For the year ended December 31, 2012:         
Interest rate swaps $ 2,613 $ -- $ 1,382 $ (41) $ --
                
For the year ended December 31, 2011:         
Interest rate swaps $ (628) $ -- $ 200 $ -- $ --
Derivatives Hedging Instruments In Net Investment Hedging Relationships [Table Text Block]
   Derivative Gains (Losses) Deferred in AOCI   
   For the year ended   
Type of NIFO Hedge (1) (2) 2012 2011 2010   
              
Foreign currency swaps $ (20,470) $ 4,858 $ (41,302)   
              
(1)There were no sales or substantial liquidations of net investments in foreign operations that would have required the reclassification of gains or losses from accumulated other comprehensive income (loss) into investment income during the periods presented.
(2)There was no ineffectiveness recognized for the Company's hedges of net investments in foreign operations.
DisclosureOfCreditDerivativesTextBlock
   December 31,
   2012  2011
Rating Agency Designation of Referenced Credit Obligations(1) Estimated Fair Value of Credit Default Swaps Maximum Amount of Future Payments under Credit Default Swaps(2) Weighted Average Years to Maturity(3) Estimated Fair Value of Credit Default Swaps Maximum Amount of Future Payments under Credit Default Swaps(2) Weighted Average Years to Maturity(3)
AAA/AA-/A+/A/A-                
Single name credit default swaps $ (2,077) $ 124,500  5.9 $ (1,774) $ 85,000  5.5
Credit default swaps referencing indices    --   --  --   --   --  --
 Subtotal   (2,077)   124,500  5.9   (1,774)   85,000  5.5
                  
BBB+/BBB/BBB-                
Single name credit default swaps   (2,345)   135,500  5.5   (4,267)   114,000  5.6
Credit default swaps referencing indices    937   430,000  5.0   (3,895)   415,000  5.0
 Subtotal   (1,408)   565,500  5.1   (8,162)   529,000  5.1
                  
BB+                
Single name credit default swaps   (222)   6,000  4.5   --   --  --
Credit default swaps referencing indices    --   --  --   --   --  --
 Subtotal   (222)   6,000  4.5   --   --  --
                  
Total $ (3,707) $ 696,000  5.2 $ (9,936) $ 614,000  5.2
                  
(1)The rating agency designations are based on ratings from Standard and Poor's ("S&P").
(2)Assumes the value of the referenced credit obligations is zero.
(3)The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.
Changes In Estimated Fair Value Related To Embedded Derivatives [Table Text Block]
  2012 2011 2010
Embedded derivatives in modified coinsurance or funds withheld arrangements included         
 in investment related gains$ 115,009 $ (87,236) $ 160,274
After the associated amortization of DAC and taxes, the related amounts included in net income  25,454   (7,599)   28,831
          
Embedded derivatives in variable annuity contracts included in investment related gains  104,613   (224,184)   (28,786)
After the associated amortization of DAC and taxes, the related amounts included in net income  6,367   (30,230)   (5,045)
          
Amounts related to embedded derivatives in equity-indexed annuities included         
 in benefits and expenses  (30,434)   (114,921)   (44,988)
After the associated amortization of DAC and taxes, the related amounts included in net income  6,110   (55,915)   (26,265)
Derivative Instruments Gain Loss By Income Statement Location [Table Text Block]
Non-hedging Derivatives            
               
A summary of the effect of non-hedging derivatives, including embedded derivatives, on the Company’s consolidated statements of income for the years ended December 31, 2012, 2011 and 2010 is as follows (dollars in thousands):
               
       Gain (Loss) for the Years Ended December 31,
Type of Non-hedging Derivative Income Statement Location of Gain (Loss) 2012 2011 2010
Interest rate swaps Investment related gains (losses), net $ 16,028 $ 178,338 $ 68,736
Financial futures Investment related gains (losses), net   (20,245)   (945)   (44,959)
Foreign currency forwards Investment related gains (losses), net   (5,644)   1,675   3,387
CPI swaps Investment related gains (losses), net   (267)   1,821   962
Credit default swaps Investment related gains (losses), net   18,359   (63)   4,786
Equity options Investment related gains (losses), net   (69,677)   7,818   (3,006)
Embedded derivatives in:            
 Modified coinsurance or funds             
  withheld arrangements Investment related gains (losses), net   115,009   (87,236)   160,274
 Indexed annuity products Policy acquisition costs and other insurance         
     expenses   (630)   (24,551)   6,457
 Indexed annuity products Interest credited   (29,804)   (90,370)   (51,445)
 Variable annuity products Investment related gains (losses), net   104,613   (224,184)   (28,786)
Total non-hedging derivatives    $ 127,742 $ (237,697) $ 116,406
Credit Risk [Table Text Block]
   December 31, 2012 December 31, 2011  
Estimated fair value of derivatives in net asset position$ 136,558 $ 227,399  
 Cash provided as collateral(1)  27,867   --  
 Securities pledged to counterparties as collateral(2)  1,565   27,052  
 Cash pledged from counterparties as collateral(3)  (136,414)   (241,480)  
 Securities pledged from counterparties as collateral(4)  (22,458)   (997)  
Net credit exposure$ 7,118 $ 11,974  
          
Margin account related to exchange-traded futures(5)$ 5,605 $ 18,153  
          
(1)Consists of receivable from counterparty, included in other assets.     
(2)Included in other invested assets, primarily consists of U.S. Treasury securities.     
(3)Included in cash and cash equivalents, with obligation to return cash collateral recorded in other liabilities.    
(4)Consists of U.S. Treasury securities.     
(5)Included in cash and cash equivalents.