<PAGE>   1

                                                                    EXHIBIT 24.1

                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi Financial Group, Inc., a Delaware corporation (the "Company"), hereby
constitutes and appoints Robert Rosenkranz and Robert M. Smith, Jr. or either of
them his true and lawful attorney(s)-in-fact and agent(s), 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, 2000, on Form 10-K pursuant to the Securities Exchange
Act of 1934, as amended, or such other form as such attorney(s)-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(s)-in-fact and
agent(s) 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(s)-in-fact and agent(s) 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 1st
day of February, 2001.



                                            /s/     EDWARD A. FOX
                                            -----------------------------------
                                                    Edward A. Fox
                                                    Director

<PAGE>   2

                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi Financial Group, Inc., a Delaware corporation (the "Company"), hereby
constitutes and appoints Robert Rosenkranz and Robert M. Smith, Jr. or either of
them his true and lawful attorney(s)-in-fact and agent(s), 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, 2000, on Form 10-K pursuant to the Securities Exchange
Act of 1934, as amended, or such other form as such attorney(s)-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(s)-in-fact and
agent(s) 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(s)-in-fact and agent(s) 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 10th
day of February, 2001.



                                                /s/ CHARLES P. O'BRIEN
                                                -------------------------------
                                                    Charles P. O'Brien
                                                    Director

<PAGE>   3

                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi Financial Group, Inc., a Delaware corporation (the "Company"), hereby
constitutes and appoints Robert Rosenkranz and Robert M. Smith, Jr. or either of
them his true and lawful attorney(s)-in-fact and agent(s), 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, 2000, on Form 10-K pursuant to the Securities Exchange
Act of 1934, as amended, or such other form as such attorney(s)-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(s)-in-fact and
agent(s) 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(s)-in-fact and agent(s) 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 26th
day of February, 2001.



                                           /s/      LEWIS S. RANIERI
                                           ------------------------------------
                                                    Lewis S. Ranieri
                                                    Director

<PAGE>   4

                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi Financial Group, Inc., a Delaware corporation (the "Company"), hereby
constitutes and appoints Robert Rosenkranz and Robert M. Smith, Jr. or either of
them his true and lawful attorney(s)-in-fact and agent(s), 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, 2000, on Form 10-K pursuant to the Securities Exchange
Act of 1934, as amended, or such other form as such attorney(s)-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(s)-in-fact and
agent(s) 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(s)-in-fact and agent(s) 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 6th
day of February, 2001.



                                              /s/     THOMAS L. RHODES
                                              ---------------------------------
                                                      THOMAS L. RHODES
                                                      Director

<PAGE>   5

                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being a director
of Delphi Financial Group, Inc., a Delaware corporation (the "Company"), hereby
constitutes and appoints Robert Rosenkranz and Robert M. Smith, Jr. or either of
them his true and lawful attorney(s)-in-fact and agent(s), 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, 2000, on Form 10-K pursuant to the Securities Exchange
Act of 1934, as amended, or such other form as such attorney(s)-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(s)-in-fact and
agent(s) 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(s)-in-fact and agent(s) 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 1st
day of February, 2001.



                                                /s/ B.K. WERNER
                                                --------------------------------
                                                    B.K. Werner
                                                    Director

<PAGE>   6

                                POWER OF ATTORNEY


         KNOW ALL MEN BY THESE PRESENTS, that the undersigned, being the
principal financial officer and principal accounting officer of Delphi Financial
Group, Inc., a Delaware corporation (the "Company"), hereby constitutes and
appoints Robert Rosenkranz and Robert M. Smith, Jr. or either of them his or her
true and lawful attorney(s)-in-fact and agent(s), with full power of
substitution and resubstitution, for him or her and in his or her place and
stead in any and all capacities, to execute one or more Annual Reports for the
Company's fiscal year ended December 31, 2000, on Form 10-K pursuant to the
Securities Exchange Act of 1934, as amended, or such other form as such
attorney(s)-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(s)-in-fact and agent(s) 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 or she might or could do in person, hereby ratifying
and confirming all that said attorney(s)-in-fact and agent(s) 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 8th
day of February, 2001.



                                         /s/     LAWRENCE E. DAURELLE
                                         -------------------------------------
                                         Lawrence E. Daurelle
                                         Principal Financial Officer
                                         and Principal Accounting
                                                               Officer