Derivatives - Schedule of listing currency, fair value and notional amounts of derivative instruments (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Derivative [Line Items]
Derivative assets, at fair value	$ 75,781		$ 75,781		$ 27,432
Derivative Assets, Notional Amount	876,612		876,612		1,426,239
Derivative liabilities, at fair value	17,280		17,280		16,050
Derivative Liabilities, Notional Amount	776,562		776,562		1,310,297
Realized Gain (Loss)	6,694	$ (8,947)	21,807	$ (19,965)
Unrealized Gain (Loss)	10,989	4,544	26,280	(1,905)
OTC Option Asset	3,000		3,000		700
OTC Option Liability	6,600		6,600		3,500
Credit Default Swaps - Protection Purchased
Derivative [Line Items]
Derivative assets, at fair value	9,336		9,336		10,905
Derivative Assets, Notional Amount	51,827		51,827		84,327
Derivative liabilities, at fair value	3,196		3,196		3,286
Derivative Liabilities, Notional Amount	57,512		57,512		43,184
Realized Gain (Loss)	2,824	(887)	359	5,520
Unrealized Gain (Loss)	(4,059)	(433)	(4,029)	(5,420)
Commodity Contract | Short Contracts / Sold
Derivative [Line Items]
Realized Gain (Loss)	0	870	0	(281)
Unrealized Gain (Loss)	0	0	0	(52)
Fixed Income Swap | Short Contracts / Sold
Derivative [Line Items]
Realized Gain (Loss)			0	(94)
Unrealized Gain (Loss)			0	0
Credit Default Swaps - Protection Sold
Derivative [Line Items]
Derivative liabilities, at fair value	2,828		2,828		1,952
Derivative Liabilities, Notional Amount	7,031		7,031		3,943
Realized Gain (Loss)	(26)	38	11	(4,129)
Unrealized Gain (Loss)	(288)	(7)	(347)	4,245
Total Return Swaps - Long Contracts
Derivative [Line Items]
Derivative assets, at fair value	24,714		24,714
Derivative Assets, Notional Amount	24,714		24,714
Realized Gain (Loss)	0	0	(29)	0
Unrealized Gain (Loss)	1,506	0	1,469	0
Contracts for Differences | Long Contracts / Purchased
Derivative [Line Items]
Derivative assets, at fair value	23,257		23,257		1,765
Derivative Assets, Notional Amount	178,049		178,049		36,879
Derivative liabilities, at fair value	857		857		0
Derivative Liabilities, Notional Amount	27,511		27,511		67
Realized Gain (Loss)	5,021	1,666	51,946	(756)
Unrealized Gain (Loss)	13,949	791	20,636	412
Contracts for Differences | Short Contracts / Sold
Derivative [Line Items]
Derivative assets, at fair value	1,252		1,252
Derivative Assets, Notional Amount	29,555		29,555
Derivative liabilities, at fair value	632		632		1,106
Derivative Liabilities, Notional Amount	16,022		16,022		11,424
Realized Gain (Loss)	(511)	(3,767)	(4,716)	803
Unrealized Gain (Loss)	(1,219)	(2,166)	1,726	(1,888)
Total Return Swaps | Long Contracts / Purchased
Derivative [Line Items]
Derivative assets, at fair value	13,503		13,503		617
Derivative Assets, Notional Amount	148,591		148,591		19,140
Derivative liabilities, at fair value	559		559		1,675
Derivative Liabilities, Notional Amount	27,433		27,433		26,800
Realized Gain (Loss)	4,655	2,172	8,517	(2,654)
Unrealized Gain (Loss)	5,455	3,174	14,002	3,974
Total Return Swaps | Short Contracts / Sold
Derivative [Line Items]
Derivative assets, at fair value					183
Derivative Assets, Notional Amount					8,696
Derivative liabilities, at fair value	4,852		4,852		1,302
Derivative Liabilities, Notional Amount	72,645		72,645		10,095
Realized Gain (Loss)	(2,732)	(4,392)	(6,475)	(3,701)
Unrealized Gain (Loss)	(4,519)	831	(3,731)	(931)
Interest Rate Swaps
Derivative [Line Items]
Derivative assets, at fair value					2,462
Derivative Assets, Notional Amount					195,571
Derivative liabilities, at fair value					722
Derivative Liabilities, Notional Amount					59,115
Realized Gain (Loss)	(7)	0	(3,104)	0
Unrealized Gain (Loss)	0	0	(1,740)	0
Interest Rate Swaptions
Derivative [Line Items]
Derivative assets, at fair value	1,420		1,420		5,354
Derivative Assets, Notional Amount	93,834		93,834		424,816
Derivative liabilities, at fair value	120		120		1,056
Derivative Liabilities, Notional Amount	64,600		64,600		417,052
Realized Gain (Loss)	0	(244)	522	(356)
Unrealized Gain (Loss)	(512)	216	(2,854)	171
Sovereign Debt Futures | Short Contracts / Sold
Derivative [Line Items]
Derivative assets, at fair value	1,295		1,295		961
Derivative Assets, Notional Amount	155,191		155,191		107,591
Derivative liabilities, at fair value					1,608
Derivative Liabilities, Notional Amount					159,923
Realized Gain (Loss)	(139)	0	(8,795)	0
Unrealized Gain (Loss)	1,284	0	1,942	0
Total Return Swap [Member] | Long Contracts / Purchased
Derivative [Line Items]
Realized Gain (Loss)	0	268
Unrealized Gain (Loss)	0	(261)
Total Return Swap [Member] | Short Contracts / Sold
Derivative [Line Items]
Realized Gain (Loss)	0	(100)
Unrealized Gain (Loss)	0	65
Treasury Futures [Member] | Short Contracts / Sold
Derivative [Line Items]
Realized Gain (Loss)	0	14	0	14
Unrealized Gain (Loss)	0	1,191	0	1,191
Foreign Currency Forward
Derivative [Line Items]
Derivative assets, at fair value	1,004		1,004		653
Derivative Assets, Notional Amount	194,851		194,851		47,754
Derivative liabilities, at fair value	4,236		4,236		2,009
Derivative Liabilities, Notional Amount	503,808		503,808		214,854
Realized Gain (Loss)	(1,863)	(4,110)	(11,898)	(13,014)
Unrealized Gain (Loss)	(609)	2,838	(1,877)	(1,913)
Foreign Currency Options
Derivative [Line Items]
Derivative assets, at fair value					4,532
Derivative Assets, Notional Amount					501,465
Derivative liabilities, at fair value					1,334
Derivative Liabilities, Notional Amount					363,840
Foreign Currency Options | Long Contracts / Purchased
Derivative [Line Items]
Realized Gain (Loss)	(529)	0	(6,716)	(2,040)
Unrealized Gain (Loss)	3	(384)	1,165	(2,001)
Foreign Currency Options | Short Contracts / Sold
Derivative [Line Items]
Realized Gain (Loss)	1	0	2,185	617
Unrealized Gain (Loss)	(2)	(1)	(82)	(183)
Commodity Future
Derivative [Line Items]
Realized Gain (Loss)	0	(475)
Unrealized Gain (Loss)	0	(1,310)
Commodity Future | Long Contracts / Purchased
Derivative [Line Items]
Realized Gain (Loss)			0	106
Unrealized Gain (Loss)			0	490
Embedded derivatives in reinsurance contracts
Derivative [Line Items]
Derivative liabilities, at fair value	180		180		92
Derivative Liabilities, Notional Amount	20,000		20,000		20,000
Realized Gain (Loss)	0	0	0	0
Unrealized Gain (Loss)	0	39	(88)	128
Derivative liabilities (embedded)
Derivative [Line Items]
Derivative liabilities, at fair value	180		180		92
Derivative Liabilities, Notional Amount	20,000		20,000		$ 20,000
Realized Gain (Loss)	0	0	0	0
Unrealized Gain (Loss)	$ 0	$ 39	$ (88)	$ 128