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Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 9 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Sep. 30, 2012
Corporate
       
Level 3 assets        
Balance, beginning of period $ 32,173 $ 33,511 $ 30,098 $ 23,818
Realized gains (losses) 32 20 (39) 4
Movement in unrealized gains (losses) 352 673 982 346
Purchases and issuances 70 0 10,691 8,949
Sales 0 (555) 0 (555)
Settlements 0 0 (7,245) (181)
Transfers into Level 3 0 0 0 1,393
Transfers out of Level 3 0 (4,514) (1,860) (4,639)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 32,627 29,135 32,627 29,135
Movement in total gains (losses) above relating to instruments still held at the reporting date 385 674 1,012 351
RMBS - Agency
       
Level 3 assets        
Balance, beginning of period 18,214 52,588 32,005 32,041
Realized gains (losses) (1) 4 10 (23)
Movement in unrealized gains (losses) (11) 106 (48) 58
Purchases and issuances 0 34 0 103
Sales 0 0 (535) 0
Settlements (913) (4,645) (2,678) (6,233)
Transfers into Level 3 0 0 0 22,141
Transfers out of Level 3 0 (14,230) (11,465) (14,230)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 17,289 33,857 17,289 33,857
Movement in total gains (losses) above relating to instruments still held at the reporting date (12) 110 (52) 35
RMBS - Non-Agency
       
Level 3 assets        
Balance, beginning of period 3,411 1,596 116 0
Realized gains (losses) (1) (22) (1) 0
Movement in unrealized gains (losses) (1) (424) (1) 0
Purchases and issuances 0 6,821 3,326 6,821
Sales 0 0 0 0
Settlements (74) (59) (105) 0
Transfers into Level 3 0 0 0 1,091
Transfers out of Level 3 (3,326) (73) (3,326) (73)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 9 7,839 9 7,839
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 (447) (1) 0
CMBS
       
Level 3 assets        
Balance, beginning of period 24,423 0 25,347 0
Realized gains (losses) 1 0 1 0
Movement in unrealized gains (losses) (58) 0 (76) 0
Purchases and issuances 0 33,369 0 33,369
Sales 0 0 0 0
Settlements (4,406) 0 (5,312) 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 19,960 33,369 19,960 33,369
Movement in total gains (losses) above relating to instruments still held at the reporting date (57) 0 (75) 0
CDO
       
Level 3 assets        
Balance, beginning of period 706,013 642,179 701,736 650,851
Realized gains (losses) 584 913 885 (523)
Movement in unrealized gains (losses) (3,405) 35,886 32,341 75,489
Purchases and issuances 70,552 0 75,914 0
Sales 0 0 0 (32,495)
Settlements (69,193) (5,347) (106,325) (18,529)
Transfers into Level 3 0 1,162 0 1,162
Transfers out of Level 3 0 0 0 (1,162)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 704,551 674,793 704,551 674,793
Movement in total gains (losses) above relating to instruments still held at the reporting date (3,681) 35,806 30,597 71,738
Other asset-backed securities
       
Level 3 assets        
Balance, beginning of period 27,539 25,248 18,128 16,552
Realized gains (losses) 810 7,017 848 6,748
Movement in unrealized gains (losses) 722 (6,552) 1,685 (2,873)
Purchases and issuances 0 8,753 21,686 8,753
Sales (15,711) 0 (15,711) 0
Settlements (906) (16,141) (7,676) (15,867)
Transfers into Level 3 0 0 0 5,012
Transfers out of Level 3 0 (1,162) (6,506) (1,162)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 12,454 17,163 12,454 17,163
Movement in total gains (losses) above relating to instruments still held at the reporting date (4) 456 (520) 3,652
Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported
       
Level 3 assets        
Balance, beginning of period 0 0 0 0
Realized gains (losses) 0 0 0 0
Movement in unrealized gains (losses) 0 0 0 0
Purchases and issuances 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 0 0 0 0
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 0 0 0
Short-term investments
       
Level 3 assets        
Balance, beginning of period 1,999 0 0 0
Realized gains (losses) (5) 0 (15) 0
Movement in unrealized gains (losses) 64 0 56 0
Purchases and issuances 0 0 2,017 0
Sales 0 0 0 0
Settlements 0 0 0 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 2,058 0 2,058 0
Movement in total gains (losses) above relating to instruments still held at the reporting date 59 0 41 0
Other investments
       
Level 3 assets        
Balance, beginning of period 103,844 117,765 115,272 113,959
Realized gains (losses) 1,082 343 6,869 2,782
Movement in unrealized gains (losses) 1,974 1,686 1,004 6,206
Purchases and issuances 2,333 982 5,240 4,664
Sales 0 0 0 (7,327)
Settlements (5,377) (807) (24,529) 0
Transfers into Level 3 0 6 0 6
Transfers out of Level 3 0 0 0 (315)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 103,856 119,975 103,856 119,975
Movement in total gains (losses) above relating to instruments still held at the reporting date 3,057 1,334 7,865 2,385
Derivative contracts - net
       
Level 3 liabilities        
Balance, beginning of period (29,374) (35,947) (36,247) (42,644)
Realized gains (losses) 0 0 0 0
Movement in unrealized gains (losses) (4,015) 885 2,858 7,582
Purchases and issuances 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Balance, end of period (33,389) (35,062) (33,389) (35,062)
Movement in total gains (losses) above relating to instruments still held at the reporting date $ (4,015) $ 885 $ 2,858 $ 7,582