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, 2015	Mar. 31, 2014
Derivative contracts - net
Level 3 liabilities
Balance, beginning of period	$ (9,764)	$ (29,110)
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	158	(3,386)
Purchases and issuances	0	0
Sales		0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(9,606)	(32,496)
Movement in total gains (losses) above relating to instruments still held at the reporting date	158	(3,386)
Corporate
Level 3 assets
Balance, beginning of period	5,894	31,573
Realized gains (losses)	(1)	120
Movement in unrealized gains (losses)	48	(2)
Purchases and issuances	0	1,434
Sales	0	0
Settlements	(80)	(5,114)
Transfers into Level 3		0
Transfers out of Level 3	0	(23,629)
Fixed maturities to short-term investments classification change	0	0
Balance, end of period	5,861	4,382
Movement in total gains (losses) above relating to instruments still held at the reporting date	48	148
RMBS - Agency
Level 3 assets
Balance, beginning of period	1,910	10,473
Realized gains (losses)	0	(1)
Movement in unrealized gains (losses)	(1)	1
Purchases and issuances	0	0
Sales	0	0
Settlements	(89)	(573)
Transfers into Level 3	0	0
Transfers out of Level 3	0	(972)
Fixed maturities to short-term investments classification change	0	0
Balance, end of period	1,820	8,928
Movement in total gains (losses) above relating to instruments still held at the reporting date	(1)	0
RMBS - Non-Agency
Level 3 assets
Balance, beginning of period	0	9
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	0	2
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	11
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	2
Commercial mortgage-backed securities
Level 3 assets
Balance, beginning of period	0	12,533
Realized gains (losses)	0	2
Movement in unrealized gains (losses)	0	(3)
Purchases and issuances	0	0
Sales	0	0
Settlements	0	(6,606)
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	5,926
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0
Collateralized debt obligations
Level 3 assets
Balance, beginning of period	687,958	710,253
Realized gains (losses)	36	1,581
Movement in unrealized gains (losses)	5,555	3,681
Purchases and issuances	0	27,814
Sales	(155,085)	(9,931)
Settlements	(41,541)	(14,571)
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	496,923	718,827
Movement in total gains (losses) above relating to instruments still held at the reporting date	2,668	4,969
Other asset-backed securities
Level 3 assets
Balance, beginning of period	5,288	11,877
Realized gains (losses)	(1)	(15)
Movement in unrealized gains (losses)	2	62
Purchases and issuances	0	0
Sales	0	0
Settlements	(3,045)	(1,251)
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	2,244	10,673
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	46
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	0	2,015
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	0	(15)
Purchases and issuances	0	0
Sales	0	0
Settlements	0	(2,000)
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
Other investments
Level 3 assets
Balance, beginning of period	185,083	113,472
Realized gains (losses)	1,302	3,566
Movement in unrealized gains (losses)	(1,827)	1,494
Purchases and issuances	6,793	11,089
Sales	0	0
Settlements	(1,254)	(13,203)
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	190,097	116,418
Movement in total gains (losses) above relating to instruments still held at the reporting date	$ (524)	$ 5,061