<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, 1998, 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 either of them 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 29th
day of March, 1999.

                                                      /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, 1998, 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 either of them 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 29th
day of March, 1999.



                                                      /s/ NICOLAS TROLLOPE
                                                      --------------------------
                                                          Nicolas 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, 1998, 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 either of them 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 29th
day of March, 1999.



                                                      /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, 1998, 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 either of them 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 29th
day of March, 1999.



                                                      /s/ HAROLD ILG
                                                      --------------------------
                                                          Harold 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, 1998, 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 either of them 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 29th
day of March, 1999.



                                                      /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, 1998, 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 either of them 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 29th
day of March, 1999.



                                                      /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, 1998, 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 either of them 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 29th
day of March, 1999.



                                                      /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, 1998, 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 either of them 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 29th
day of March, 1999.



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