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, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Corporate
Level 3 assets
Balance, beginning of period	$ 3,933	$ 32,173	$ 31,573	$ 30,098
Realized gains (losses)	3	32	158	(39)
Movement in unrealized gains (losses)	24	352	(72)	982
Purchases and issuances	2,316	70	3,759	10,691
Sales	0	0	0	0
Settlements	0	0	(5,513)	(7,245)
Transfers into Level 3	766	0	766	0
Transfers out of Level 3	0	0	(23,629)	(1,860)
Fixed maturities to short-term investments classification change	0	0	0	0
Balance, end of period	7,042	32,627	7,042	32,627
Movement in total gains (losses) above relating to instruments still held at the reporting date	27	385	117	1,012
RMBS - Agency
Level 3 assets
Balance, beginning of period	6,896	18,214	10,473	32,005
Realized gains (losses)	(1)	(1)	5	10
Movement in unrealized gains (losses)	(7)	(11)	(20)	(48)
Purchases and issuances	120	0	120	0
Sales	0	0	0	(535)
Settlements	(526)	(913)	(3,124)	(2,678)
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	6,482	17,289	6,482	17,289
Movement in total gains (losses) above relating to instruments still held at the reporting date	(8)	(12)	(14)	(52)
RMBS - Non-Agency
Level 3 assets
Balance, beginning of period	11	3,411	9	116
Realized gains (losses)	0	(1)	0	(1)
Movement in unrealized gains (losses)	(1)	(1)	1	(1)
Purchases and issuances	0	0	0	3,326
Sales	0	0	0	0
Settlements	0	(74)	0	(105)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	(3,326)	0	(3,326)
Fixed maturities to short-term investments classification change	0	0	0	0
Balance, end of period	10	9	10	9
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	2	(1)
CMBS
Level 3 assets
Balance, beginning of period	1,945	24,423	12,533	25,347
Realized gains (losses)	0	1	3	1
Movement in unrealized gains (losses)	0	(58)	(3)	(76)
Purchases and issuances	0	0	1,376	0
Sales	0	0	0	0
Settlements	(569)	(4,406)	(12,533)	(5,312)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(1,376)	0	(1,376)	0
Fixed maturities to short-term investments classification change	0	0	0	0
Balance, end of period	0	19,960	0	19,960
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	(57)	0	(75)
CDO
Level 3 assets
Balance, beginning of period	732,824	706,013	710,253	701,736
Realized gains (losses)	707	584	3,163	885
Movement in unrealized gains (losses)	1,591	(3,405)	13,604	32,341
Purchases and issuances	82,695	70,552	185,710	75,914
Sales	(7,489)	0	(48,313)	0
Settlements	(67,845)	(69,193)	(121,934)	(106,325)
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	742,483	704,551	742,483	704,551
Movement in total gains (losses) above relating to instruments still held at the reporting date	2,297	(3,681)	15,513	30,597
Other asset-backed securities
Level 3 assets
Balance, beginning of period	11,704	27,539	11,877	18,128
Realized gains (losses)	3	810	(17)	848
Movement in unrealized gains (losses)	(113)	722	93	1,685
Purchases and issuances	2,182	0	5,182	21,686
Sales	0	(15,711)	0	(15,711)
Settlements	(1,726)	(906)	(5,085)	(7,676)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	(6,506)
Fixed maturities to short-term investments classification change	0	0	0	0
Balance, end of period	12,050	12,454	12,050	12,454
Movement in total gains (losses) above relating to instruments still held at the reporting date	(110)	(4)	76	(520)
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	1,999	2,015	0
Realized gains (losses)	0	(5)	0	(15)
Movement in unrealized gains (losses)	0	64	(15)	56
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	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	2,058	0	2,058
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	59	0	41
Other investments
Level 3 assets
Balance, beginning of period	124,475	103,844	113,472	115,272
Realized gains (losses)	1,850	1,082	10,541	6,869
Movement in unrealized gains (losses)	2,790	1,974	2,508	1,004
Purchases and issuances	22,308	2,333	43,394	5,240
Sales	0	0	0	0
Settlements	(4,888)	(5,377)	(23,380)	(24,529)
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	146,535	103,856	146,535	103,856
Movement in total gains (losses) above relating to instruments still held at the reporting date	4,639	3,057	13,048	7,865
Derivative contracts - net
Level 3 liabilities
Balance, beginning of period	(18,910)	(29,374)	(29,110)	(36,247)
Realized gains (losses)	0	0	0	0
Movement in unrealized gains (losses)	710	(4,015)	10,910	2,858
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	(18,200)	(33,389)	(18,200)	(33,389)
Movement in total gains (losses) above relating to instruments still held at the reporting date	$ 710	$ (4,015)	$ 10,910	$ 2,858