XML 23 R42.htm IDEA: XBRL DOCUMENT v2.4.0.8
FAIR VALUE MEASUREMENTS (DETAILS 2) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 3 Months Ended
Mar. 31, 2014
Dec. 31, 2013
Mar. 31, 2014
Level 3 [Member]
ABS - CLO Debt [Member]
Mar. 31, 2014
Level 3 [Member]
Other Investments - CLO-Equities [Member]
Mar. 31, 2014
Discounted cash flow [Member]
Level 3 [Member]
ABS - CLO Debt [Member]
Mar. 31, 2014
Discounted cash flow [Member]
Level 3 [Member]
Other Investments - CLO-Equities [Member]
Mar. 31, 2014
Broker-dealer quote [Member]
Level 3 [Member]
ABS - CLO Debt [Member]
Mar. 31, 2014
Net asset value [Member]
Level 3 [Member]
Other Investments - CLO-Equities [Member]
Mar. 31, 2014
Simulation model [Member]
Level 3 [Member]
Weather Related Derivative [Member]
Mar. 31, 2014
Minimum [Member]
Discounted cash flow [Member]
Level 3 [Member]
ABS - CLO Debt [Member]
Mar. 31, 2014
Minimum [Member]
Discounted cash flow [Member]
Level 3 [Member]
Other Investments - CLO-Equities [Member]
Mar. 31, 2014
Maximum [Member]
Discounted cash flow [Member]
Level 3 [Member]
ABS - CLO Debt [Member]
Mar. 31, 2014
Maximum [Member]
Discounted cash flow [Member]
Level 3 [Member]
Other Investments - CLO-Equities [Member]
Mar. 31, 2014
Weighted Average [Member]
Discounted cash flow [Member]
Level 3 [Member]
ABS - CLO Debt [Member]
Mar. 31, 2014
Weighted Average [Member]
Discounted cash flow [Member]
Level 3 [Member]
Other Investments - CLO-Equities [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]                              
Fixed maturities $ 12,095,839 $ 11,986,327 $ 30,724   $ 29,911   $ 813                
Other investments 1,005,762 1,045,810   86,179   38,542   47,637              
Net derivative assets                 $ 1,707            
Credit spread                   3.60%   4.40%   3.80%  
Illiquidity discount         5.00%                 5.00%  
Default rates                     4.00%   5.00%   4.30%
Loss severity rate           53.50%                 53.50%
Collateral spreads                     2.60%   3.40%   3.30%
Estimated maturity dates (years)                     3 years 146 days   4 years 183 days   4 years 36 days
Weather curve                 5,100            
Weather standard deviation                 55