Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
RMBS - Agency
Level 3 assets
Balance, beginning of period	$ 1,910	$ 10,473
Realized gains (losses)	0	5
Movement in unrealized gains (losses)	(3)	(18)
Purchases and issuances	1,297	120
Sales	0	0
Settlements	(323)	(3,205)
Transfers into Level 3	3,059	0
Transfers out of Level 3	(2,863)	(5,465)
Fixed maturities to short term investments classification change	0	0
Balance, end of period	3,077	1,910
Movement in total gains (losses) above relating to instruments still held at the reporting date	(2)	(12)
U.S. Government and Government - Related/Supported [Member]
Level 3 assets
Balance, beginning of period	0	0
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	0	0
Purchases and issuances	35,044	0
Sales	0	0
Settlements	0	0
Transfers into Level 3	10,019	0
Transfers out of Level 3	0	0
Fixed maturities to short term investments classification change	0	0
Balance, end of period	45,063	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0
RMBS - Non-Agency
Level 3 assets
Balance, beginning of period	0	9
Realized gains (losses)	0	1
Movement in unrealized gains (losses)	0	1
Purchases and issuances	0	0
Sales	0	0
Settlements	0	(11)
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
CMBS
Level 3 assets
Balance, beginning of period	0	12,533
Realized gains (losses)	0	3
Movement in unrealized gains (losses)	0	(3)
Purchases and issuances	0	1,376
Sales	0	0
Settlements	0	(12,533)
Transfers into Level 3	0	0
Transfers out of Level 3	0	(1,376)
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
Collateralized debt obligations ('CDO') [Member]
Level 3 assets
Balance, beginning of period	687,958	710,253
Realized gains (losses)	(8,658)	3,781
Movement in unrealized gains (losses)	16,688	11,604
Purchases and issuances	25,882	185,710
Sales	(366,633)	(48,313)
Settlements	(322,829)	(175,077)
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	32,408	687,958
Movement in total gains (losses) above relating to instruments still held at the reporting date	5,279	14,432
Other asset-backed securities
Level 3 assets
Balance, beginning of period	5,288	11,877
Realized gains (losses)	628	(7)
Movement in unrealized gains (losses)	(599)	65
Purchases and issuances	46,940	5,182
Sales	(7,269)	0
Settlements	(6,359)	(5,705)
Transfers into Level 3	13,317	0
Transfers out of Level 3	(34,089)	(6,124)
Fixed maturities to short term investments classification change	0	0
Balance, end of period	17,857	5,288
Movement in total gains (losses) above relating to instruments still held at the reporting date	451	57
Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported [Member]
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)	15,270	12,676
Movement in unrealized gains (losses)	(12,548)	538
Purchases and issuances	117,143	59,401
Sales	(1,417)	0
Settlements	(19,981)	(25,498)
Transfers into Level 3	0	24,494
Transfers out of Level 3	0	0
Fixed maturities to short term investments classification change	0	0
Balance, end of period	283,550	185,083
Movement in total gains (losses) above relating to instruments still held at the reporting date	2,724	13,212
Derivative Contracts - Net
Level 3 liabilities
Balance, beginning of period	(9,764)	(29,110)
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	(27)	19,346
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	(9,791)	(9,764)
Movement in total gains (losses) above relating to instruments still held at the reporting date	80	19,346
Financial Services Sector [Member] | Corporate
Level 3 assets
Balance, beginning of period	0	0
Realized gains (losses)	9	0
Movement in unrealized gains (losses)	(10)	0
Purchases and issuances	53,686	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	53,685	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	(2)	0
Non-Financial Services Sector [Member] | Corporate
Level 3 assets
Balance, beginning of period	5,894	31,573
Realized gains (losses)	(186)	199
Movement in unrealized gains (losses)	(13)	(128)
Purchases and issuances	(123)	3,759
Sales	0	0
Settlements	(316)	(6,543)
Transfers into Level 3	0	766
Transfers out of Level 3	(5,068)	(23,732)
Fixed maturities to short term investments classification change	0	0
Balance, end of period	188	5,894
Movement in total gains (losses) above relating to instruments still held at the reporting date	$ (153)	$ 60