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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
Mar. 31, 2014
Mar. 31, 2013
Corporate
   
Level 3 assets    
Balance, beginning of period $ 31,573 $ 30,098
Realized gains (losses) 120 (2)
Movement in unrealized gains (losses) (2) 204
Purchases and issuances 1,434 10,621
Sales 0 0
Settlements (5,114) (106)
Transfers into Level 3 0 0
Transfers out of Level 3 (23,629) 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 4,382 40,815
Movement in total gains (losses) above relating to instruments still held at the reporting date 148 202
RMBS - Agency
   
Level 3 assets    
Balance, beginning of period 10,473 32,005
Realized gains (losses) (1) 13
Movement in unrealized gains (losses) 1 (18)
Purchases and issuances 0 0
Sales 0 (535)
Settlements (573) (893)
Transfers into Level 3 0 0
Transfers out of Level 3 (972) (11,465)
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 8,928 19,107
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 (5)
RMBS - Non-Agency
   
Level 3 assets    
Balance, beginning of period 9 116
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 2 0
Purchases and issuances 0 0
Sales 0 0
Settlements 0 (13)
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 11 103
Movement in total gains (losses) above relating to instruments still held at the reporting date 2 0
CMBS
   
Level 3 assets    
Balance, beginning of period 12,533 25,347
Realized gains (losses) 2 0
Movement in unrealized gains (losses) (3) 1
Purchases and issuances 0 0
Sales 0 0
Settlements (6,606) (336)
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 5,926 25,012
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 1
CDO
   
Level 3 assets    
Balance, beginning of period 710,253 701,736
Realized gains (losses) 1,581 356
Movement in unrealized gains (losses) 3,681 21,255
Purchases and issuances 27,814 0
Sales (9,931) 0
Settlements (14,571) (20,443)
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 718,827 702,904
Movement in total gains (losses) above relating to instruments still held at the reporting date 4,969 20,892
Other asset-backed securities
   
Level 3 assets    
Balance, beginning of period 11,877 18,128
Realized gains (losses) (15) 51
Movement in unrealized gains (losses) 62 1,475
Purchases and issuances 0 21,686
Sales 0 0
Settlements (1,251) (5,453)
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 10,673 35,887
Movement in total gains (losses) above relating to instruments still held at the reporting date 46 7
Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported
   
Level 3 assets    
Balance, beginning of period 0 0
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 0 0
Purchases and issuances 0 0
Sales 0 0
Settlements 0 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 0 0
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 0
Short-term investments
   
Level 3 assets    
Balance, beginning of period 2,015 0
Realized gains (losses) 0 0
Movement in unrealized gains (losses) (15) 0
Purchases and issuances 0 2,017
Sales 0 0
Settlements (2,000) 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 0 2,017
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 0
Other investments
   
Level 3 assets    
Balance, beginning of period 113,472 115,272
Realized gains (losses) 3,566 2,915
Movement in unrealized gains (losses) 1,494 (1,902)
Purchases and issuances 11,089 1,905
Sales 0 0
Settlements (13,203) (4,868)
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 116,418 113,322
Movement in total gains (losses) above relating to instruments still held at the reporting date 5,061 1,013
Derivative contracts - net
   
Level 3 liabilities    
Balance, beginning of period (29,110) (36,247)
Realized gains (losses) 0 0
Movement in unrealized gains (losses) (3,386) 3,697
Purchases and issuances 0 0
Sales 0 0
Settlements 0 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Balance, end of period (32,496) (32,550)
Movement in total gains (losses) above relating to instruments still held at the reporting date $ (3,386) $ 3,697