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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 6 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Corporate
       
Level 3 assets        
Balance, beginning of period $ 4,382 $ 40,815 $ 31,573 $ 30,098
Realized gains (losses) 35 (69) 155 (71)
Movement in unrealized gains (losses) (93) 426 (96) 630
Purchases and issuances 8 0 1,443 10,621
Sales 0 0 0 0
Settlements (399) (7,139) (5,513) (7,245)
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 (1,860) (23,629) (1,860)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 3,933 32,173 3,933 32,173
Movement in total gains (losses) above relating to instruments still held at the reporting date (58) 424 90 627
RMBS - Agency
       
Level 3 assets        
Balance, beginning of period 8,928 19,107 10,473 32,005
Realized gains (losses) 6 (2) 6 11
Movement in unrealized gains (losses) (13) (19) (13) (37)
Purchases and issuances 0 0 0 0
Sales 0 0 0 (535)
Settlements (2,025) (872) (2,598) (1,765)
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 (972) (11,465)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 6,896 18,214 6,896 18,214
Movement in total gains (losses) above relating to instruments still held at the reporting date (6) (22) (6) (40)
RMBS - Non-Agency
       
Level 3 assets        
Balance, beginning of period 11 103 9 116
Realized gains (losses) 0 0 0 0
Movement in unrealized gains (losses) 0 0 2 0
Purchases and issuances 0 3,326 0 3,326
Sales 0 0 0 0
Settlements 0 (18) 0 (31)
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 11 3,411 11 3,411
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 (1) 2 (1)
CMBS
       
Level 3 assets        
Balance, beginning of period 5,926 25,012 12,533 25,347
Realized gains (losses) 2 0 3 0
Movement in unrealized gains (losses) (1) (19) (3) (18)
Purchases and issuances 1,376 0 1,376 0
Sales 0 0 0 0
Settlements (5,358) (570) (11,964) (906)
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 1,945 24,423 1,945 24,423
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 (19) 0 (18)
CDO
       
Level 3 assets        
Balance, beginning of period 718,827 702,904 710,253 701,736
Realized gains (losses) 875 (55) 2,456 301
Movement in unrealized gains (losses) 8,331 14,491 12,013 35,746
Purchases and issuances 75,201 5,362 103,015 5,362
Sales (30,892) 0 (40,824) 0
Settlements (39,518) (16,689) (54,089) (37,132)
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 732,824 706,013 732,824 706,013
Movement in total gains (losses) above relating to instruments still held at the reporting date 8,247 13,804 13,216 34,278
Other asset-backed securities
       
Level 3 assets        
Balance, beginning of period 10,673 35,887 11,877 18,128
Realized gains (losses) (5) (13) (20) 38
Movement in unrealized gains (losses) 144 (512) 206 963
Purchases and issuances 3,000 0 3,000 21,686
Sales 0 0 0 0
Settlements (2,108) (1,317) (3,359) (6,770)
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 (6,506) 0 (6,506)
Fixed maturities to short-term investments classification change 0 0 0 0
Balance, end of period 11,704 27,539 11,704 27,539
Movement in total gains (losses) above relating to instruments still held at the reporting date 140 (525) 186 (516)
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 0 2,017 2,015 0
Realized gains (losses) 0 (10) 0 (10)
Movement in unrealized gains (losses) 0 (8) (15) (8)
Purchases and issuances 0 0 0 2,017
Sales 0 0 0 0
Settlements 0 0 (2,000) 0
Transfers into Level 3 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 1,999 0 1,999
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 (18) 0 (18)
Other investments
       
Level 3 assets        
Balance, beginning of period 116,418 113,322 113,472 115,272
Realized gains (losses) 5,127 2,872 8,691 5,787
Movement in unrealized gains (losses) (1,779) 932 (282) (970)
Purchases and issuances 9,997 1,002 21,086 2,907
Sales 0 0 0 0
Settlements (5,288) (14,284) (18,492) (19,152)
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 124,475 103,844 124,475 103,844
Movement in total gains (losses) above relating to instruments still held at the reporting date 3,348 3,812 8,409 4,808
Derivative contracts - net
       
Level 3 liabilities        
Balance, beginning of period (32,496) (32,550) (29,110) (36,247)
Realized gains (losses) 0 0 0 0
Movement in unrealized gains (losses) 13,586 3,176 10,200 6,873
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 (18,910) (29,374) (18,910) (29,374)
Movement in total gains (losses) above relating to instruments still held at the reporting date $ 13,586 $ 3,176 $ 10,200 $ 6,873