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Segment reporting - Operating Segments (Details)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2016
USD ($)
Sep. 30, 2016
USD ($)
Jun. 30, 2016
USD ($)
Mar. 31, 2016
USD ($)
Dec. 31, 2015
USD ($)
Sep. 30, 2015
USD ($)
Jun. 30, 2015
USD ($)
Mar. 31, 2015
USD ($)
Dec. 31, 2016
USD ($)
segment
Dec. 31, 2015
USD ($)
Dec. 31, 2014
USD ($)
Segment Reporting [Abstract]                      
Number of operating segments | segment                 1    
Segment Reporting Information [Line Items]                      
Gross premiums written $ 80,779 $ 142,573 $ 196,866 $ 197,156 $ 99,155 $ 205,583 $ 184,342 $ 213,334 $ 617,374 $ 702,414 $ 613,300
Gross premiums ceded 27 (927) (1,425) 0 (24) (375) (1,425) (52) (2,325) (1,876) (150)
Net premiums written 80,806 141,646 195,441 197,156 99,131 205,208 182,917 213,282 615,049 700,538 613,150
Change in net unearned premium reserves 111,277 (13,463) (62,319) (60,354) 35,235 3,597 (62,339) (74,207) (24,859) (97,714) (168,618)
Net premiums earned 192,083 128,183 133,122 136,802 134,366 208,805 120,578 139,075 590,190 602,824 444,532
Loss and loss adjustment expenses incurred, net 122,110 85,015 104,131 84,676 98,855 158,537 76,053 81,746 395,932 415,191 283,147
Acquisition costs, net 76,854 45,127 48,482 51,687 38,552 50,509 47,498 54,657 222,150 191,216 137,206
General and administrative expenses 5,482 12,354 10,243 11,288 10,236 9,822 14,267 11,708 39,367 46,033 40,008
Net investment income                 657,449 652,440 460,361
Net investment income (loss) 35,767 (88,356) (86,346) 40,110 (61,553) 193,156 (38,611) (64,918) (98,825) 28,074 (85,582)
Other expenses (2,161) (347) (3,173) (2,706) (2,928) (670) (2,315) (2,701) (8,387) (8,614) (7,395)
Interest expense (2,068) (2,069) (2,046) (2,048) (2,074) (2,074) (2,052) (1,036) (8,231) (7,236) 0
Net foreign exchange gains 5,162 3,905 8,068 2,386 2,396 746 (139) 193 19,521 3,196 0
Income tax (expense) benefit 272 (2,484) (5,310) 1,929 (2,863) 7,781 (708) (1,305) (5,593) 2,905 (5,648)
Income (loss) including non-controlling interests (46,925) 73,048 54,151 (51,398) 42,807 (197,436) 16,157 51,033 28,876 (87,439) 56,710
(Income) loss attributable to non-controlling interests 232 (967) (775) 269 (614) 1,721 (495) (563) (1,241) 49 (6,315)
Net income (loss) $ (46,693) $ 72,081 $ 53,376 $ (51,129) $ 42,193 $ (195,715) $ 15,662 $ 50,470 27,635 (87,390) 50,395
Property and Casualty Reinsurance                      
Segment Reporting Information [Line Items]                      
Gross premiums written                 617,374 702,458 601,305
Catastrophe Risk Management                      
Segment Reporting Information [Line Items]                      
Gross premiums written                 0 (44) 11,995
Operating Segments | Property and Casualty Reinsurance                      
Segment Reporting Information [Line Items]                      
Gross premiums written                 617,374 702,458 601,305
Gross premiums ceded                 (2,325) (1,876) (150)
Net premiums written                 615,049 700,582 601,155
Change in net unearned premium reserves                 (24,859) (97,766) (168,858)
Net premiums earned                 590,190 602,816 432,297
Loss and loss adjustment expenses incurred, net                 395,932 415,041 283,180
Acquisition costs, net                 222,150 191,217 136,154
General and administrative expenses                 22,160 24,815 22,515
Net investment income                 640,242 631,073 441,849
Net underwriting loss                 (50,052) (28,257) (9,552)
Net investment income (loss)                 (16,931) 10,810 (11,305)
Other expenses                 (8,387) (8,614) (7,395)
Interest expense                 0 0  
Net foreign exchange gains                 0 0  
Income tax (expense) benefit                 0 0 0
Income (loss) including non-controlling interests                 (41,508) (47,681) (5,642)
(Income) loss attributable to non-controlling interests                 0 0 0
Net income (loss)                 $ (41,508) $ (47,681) $ (5,642)
Loss ratio                 67.10% 68.90% 65.50%
Acquisition cost ratio                 37.60% 31.70% 31.50%
Composite ratio                 104.70% 100.60% 97.00%
General and administrative expense ratio                 3.80% 4.10% 5.20%
Combined ratio                 108.50% 104.70% 102.20%
Operating Segments | Catastrophe Risk Management                      
Segment Reporting Information [Line Items]                      
Gross premiums written                 $ 0 $ (44) $ 11,995
Gross premiums ceded                 0 0 0
Net premiums written                 0 (44) 11,995
Change in net unearned premium reserves                 0 52 240
Net premiums earned                 0 8 12,235
Loss and loss adjustment expenses incurred, net                 0 150 (33)
Acquisition costs, net                 0 (1) 1,052
General and administrative expenses                 0 447 3,113
Net investment income                 0 596 4,132
Net investment income (loss)                 0 (69) (1,227)
Other expenses                 0 0 0
Interest expense                 0 0  
Net foreign exchange gains                 0 0  
Income tax (expense) benefit                 0 0 0
Income (loss) including non-controlling interests                 0 (519) 9,330
(Income) loss attributable to non-controlling interests                 0 102 (4,725)
Net income (loss)                 0 (417) 4,605
Corporate                      
Segment Reporting Information [Line Items]                      
Gross premiums written                 0 0 0
Gross premiums ceded                 0 0 0
Net premiums written                 0 0 0
Change in net unearned premium reserves                 0 0 0
Net premiums earned                 0 0 0
Loss and loss adjustment expenses incurred, net                 0 0 0
Acquisition costs, net                 0 0 0
General and administrative expenses                 17,207 20,771 14,380
Net investment income                 17,207 20,771 14,380
Net investment income (loss)                 (81,894) 17,333 (73,050)
Other expenses                 0 0 0
Interest expense                 (8,231) (7,236)  
Net foreign exchange gains                 19,521 3,196  
Income tax (expense) benefit                 (5,593) 2,905 (5,648)
Income (loss) including non-controlling interests                 70,384 (39,239) 53,022
(Income) loss attributable to non-controlling interests                 (1,241) (53) (1,590)
Net income (loss)                 $ 69,143 $ (39,292) $ 51,432