Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2015

Summarized Information of Location and Gross Amount of Derivatives' Fair Value in Consolidated Balance Sheets

The following table summarizes information on the location and the gross amount of the derivatives’ fair value on the consolidated balance sheets as of September 30, 2015 and December 31, 2014:


(Dollars in thousands)			September 30, 2015					December 31, 2014
Derivatives Not Designated as Hedging Instruments under ASC 815	Balance Sheet Location		Notional Amount		Fair Value			Notional Amount		Fair Value
Interest rate swap agreements		Other liabilities	$	200,000	$	(18,522	)	$	200,000	$	(13,675	)

Summary of Net Losses Included in Consolidated Statement of Operations for Changes in Fair Value of Derivatives and Periodic net Interest Settlements Under Derivatives

The following table summarizes the net gains and losses included in the consolidated statement of operations for changes in the fair value of the derivatives and the periodic net interest settlements under the derivatives for the quarters and nine months ended September 30, 2015 and 2014:


		Quarters Ended September 30,						Nine Months Ended September 30,
(Dollars in thousands)	Statement of Operations Line	2015			2014			2015			2014
Interest rate swap agreements	Net realized investment gain(losses)	$	(8,071	)	$	(1,192	)	$	(8,896	)	$	(13,552	)