<PAGE>   1
                                                                    EXHIBIT 24.1

                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.

                                                 /s/ ROBERT ROSENKRANZ
                                                 ---------------------
                                                  Robert Rosenkranz
                                                  Chairman of the Board
<PAGE>   2
                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.



                                              /s/ NICOLAS G. TROLLOPE
                                              -----------------------
                                              Nicolas G. Trollope
                                              Secretary and Director
<PAGE>   3
                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.



                                                /s/ EDWARD A. FOX
                                                -----------------
                                                    Edward A. Fox
                                                    Director
<PAGE>   4
                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.



                                                /s/ HAROLD F. ILG
                                                -----------------
                                                    Harold F. Ilg
                                                    Director
<PAGE>   5
                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.



                                                   /s/ CHARLES P. O'BRIEN
                                                   ----------------------
                                                       Charles P. O'Brien
                                                       Director
<PAGE>   6
                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.



                                                 /s/ LEWIS S. RANIERI
                                                 --------------------
                                                     Lewis S. Ranieri
                                                     Director
<PAGE>   7
                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.



                                         /s/ THOMAS L. RHODES
                                         --------------------
                                             Thomas L. Rhodes
                                             Director
<PAGE>   8
                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi International Ltd., a Bermuda corporation (the "Company"), hereby
constitutes and appoints Colin O'Connor his true and lawful attorney-in-fact and
agent, with full power of substitution and resubstitution, for him and in his
place and stead in any and all capacities, to execute one or more Annual Reports
for the Company's fiscal year ended December 31, 1999, on Form 10-K pursuant to
the Securities Exchange Act of 1934, as amended, or such other form as such
attorney-in-fact may deem necessary or desirable, any amendments thereto, and
all additional amendments thereto in such form as he may approve, and to file
the same with all exhibits thereto and other documents in connection therewith
with the Securities and Exchange Commission, granting unto said attorney-in-fact
and agent full power and authority to do and perform each and every act and
thing requisite and necessary to be done to the end that such Annual Report or
Annual Reports shall comply with the Securities Exchange Act of 1934, as
amended, and the applicable rules and regulations of the Securities and Exchange
Commission adopted or issued pursuant thereto, as fully and to all intents and
purposes as he might or could do in person, hereby ratifying and confirming all
that said attorney-in-fact and agent or his substitute or resubstitute, may
lawfully do or cause to be done by virtue hereof.

         IN WITNESS WHEREOF, the undersigned has hereunto set his hand this 28th
day of March, 2000.



                                              /s/ ROBERT M. SMITH, JR.
                                              ------------------------
                                                  Robert M. Smith, Jr.
                                                  Director