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Segment reporting - Geographic information (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2016
Sep. 30, 2016
Jun. 30, 2016
Mar. 31, 2016
Dec. 31, 2015
Sep. 30, 2015
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Revenue from External Customer [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 Written                      
Revenue from External Customer [Line Items]                      
Gross premiums written                 $ 617,374 $ 702,414 $ 613,300
Concentration risk, percentage                 100.00% 100.00% 100.00%
Gross Premiums Written | United States                      
Revenue from External Customer [Line Items]                      
Gross premiums written                 $ 332,849 $ 283,626 $ 339,061
Concentration risk, percentage                 53.90% 40.40% 55.30%
Gross Premiums Written | United Kingdom                      
Revenue from External Customer [Line Items]                      
Gross premiums written                 $ 187,625 $ 290,710 $ 176,522
Concentration risk, percentage                 30.40% 41.40% 28.80%
Gross Premiums Written | Bermuda                      
Revenue from External Customer [Line Items]                      
Gross premiums written                 $ 96,900 $ 128,078 $ 97,717
Concentration risk, percentage                 15.70% 18.20% 15.90%