Summary of Significant Accounting Policies (details) - Key Assumptions	12 Months Ended
	Dec. 31, 2015
Prime [Member] | Minimum [Member]
Key assumptions used in estimation of present value of structured fixed maturity securities
Voluntary prepayment rates	1.00%
Percentage of remaining pool liquidated due to defaults	1.00%
Loss severity	30.00%
Prime [Member] | Maxiumum [Member]
Key assumptions used in estimation of present value of structured fixed maturity securities
Voluntary prepayment rates	33.00%
Percentage of remaining pool liquidated due to defaults	46.00%
Loss severity	65.00%
Alt-A [Member] | Minimum [Member]
Key assumptions used in estimation of present value of structured fixed maturity securities
Voluntary prepayment rates	3.00%
Percentage of remaining pool liquidated due to defaults	8.00%
Loss severity	55.00%
Alt-A [Member] | Maxiumum [Member]
Key assumptions used in estimation of present value of structured fixed maturity securities
Voluntary prepayment rates	18.00%
Percentage of remaining pool liquidated due to defaults	62.00%
Loss severity	120.00%
Sub-Prime [Member] | Minimum [Member]
Key assumptions used in estimation of present value of structured fixed maturity securities
Voluntary prepayment rates	2.00%
Percentage of remaining pool liquidated due to defaults	22.00%
Loss severity	70.00%
Sub-Prime [Member] | Maxiumum [Member]
Key assumptions used in estimation of present value of structured fixed maturity securities
Voluntary prepayment rates	10.00%
Percentage of remaining pool liquidated due to defaults	61.00%
Loss severity	120.00%