Segment reporting - Geographic information (Details) - USD ($) $ in Thousands	3 Months Ended								12 Months Ended
	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Revenue from External Customer [Line Items]
Gross premiums written	$ 99,155	$ 205,583	$ 184,342	$ 213,334	$ 253,802	$ 126,403	$ 145,508	$ 87,587	$ 702,414	$ 613,300	$ 401,937
Gross Premiums Written
Revenue from External Customer [Line Items]
Gross premiums written									$ 702,414	$ 613,300	$ 401,937
Concentration risk, percentage									100.00%	100.00%	100.00%
Gross Premiums Written | United States
Revenue from External Customer [Line Items]
Gross premiums written									$ 283,626	$ 339,061	$ 304,141
Concentration risk, percentage									40.40%	55.30%	75.70%
Gross Premiums Written | United Kingdom
Revenue from External Customer [Line Items]
Gross premiums written									$ 290,710	$ 176,522	$ 0
Concentration risk, percentage									41.40%	28.80%	0.00%
Gross Premiums Written | Bermuda
Revenue from External Customer [Line Items]
Gross premiums written									$ 128,078	$ 97,717	$ 96,396
Concentration risk, percentage									18.20%	15.90%	24.00%
Gross Premiums Written | Other
Revenue from External Customer [Line Items]
Gross premiums written									$ 0	$ 0	$ 1,400
Concentration risk, percentage									0.00%	0.00%	0.30%