Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Derivative contracts - net
Level 3 liabilities
Balance, beginning of period	$ (9,791)	$ (9,764)
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	(61)	158
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	(9,852)	(9,606)
Movement in total gains (losses) above relating to instruments still held at the reporting date	(61)	158
Financial Services Sector
Level 3 assets
Balance, end of period		0
U.S. Government
Level 3 assets
Balance, beginning of period	45,063	0
Realized gains (losses)	(37)	0
Movement in unrealized gains (losses)	593	0
Purchases and issuances	0	0
Sales	0	0
Settlements	(679)	0
Transfers into Level 3	0	0
Transfers out of Level 3	$ 0	0
Fixed maturities to short-term investments classification change		0
Balance, end of period	$ 44,940
Movement in total gains (losses) above relating to instruments still held at the reporting date	554	0
Corporate | Financial Services Sector
Level 3 assets
Balance, beginning of period	53,685	0
Realized gains (losses)	53	0
Movement in unrealized gains (losses)	(39)	0
Purchases and issuances	169	0
Sales	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	(10,285)	0
Fixed maturities to short-term investments classification change	0	0
Balance, end of period	43,583	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	15	0
Corporate | Non-Financial Services Sector
Level 3 assets
Balance, beginning of period	188	5,894
Realized gains (losses)	0	(1)
Movement in unrealized gains (losses)	(1)	48
Purchases and issuances	0	0
Sales	0	0
Settlements	(6)	(80)
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	181	5,861
Movement in total gains (losses) above relating to instruments still held at the reporting date	(1)	48
RMBS - Agency
Level 3 assets
Balance, beginning of period	3,077	1,910
Realized gains (losses)	(3)	0
Movement in unrealized gains (losses)	7	(1)
Purchases and issuances	0	0
Sales	0	0
Settlements	(228)	(89)
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	2,853	1,820
Movement in total gains (losses) above relating to instruments still held at the reporting date	4	(1)
RMBS - Non-Agency
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
Commercial mortgage-backed securities
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
Collateralized debt obligations
Level 3 assets
Balance, beginning of period	32,408	687,958
Realized gains (losses)	41	36
Movement in unrealized gains (losses)	5,257	5,555
Purchases and issuances	0	0
Sales	0	(155,085)
Settlements	(15,977)	(41,541)
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	21,729	496,923
Movement in total gains (losses) above relating to instruments still held at the reporting date	5,297	2,668
Other asset-backed securities
Level 3 assets
Balance, beginning of period	17,857	5,288
Realized gains (losses)	1,049	(1)
Movement in unrealized gains (losses)	(2,758)	2
Purchases and issuances	0	0
Sales	0	0
Settlements	(11,948)	(3,045)
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	4,200	2,244
Movement in total gains (losses) above relating to instruments still held at the reporting date	(1,708)	0
Non-U.S. Government
Level 3 assets
Balance, beginning of period	0	0
Realized gains (losses)	0
Movement in unrealized gains (losses)	0	0
Purchases and issuances	0
Sales	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	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	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
Other investments
Level 3 assets
Balance, beginning of period	283,550	185,083
Realized gains (losses)	5,807	1,302
Movement in unrealized gains (losses)	(2,717)	(1,827)
Purchases and issuances	13,779	6,793
Sales	0
Settlements	(14,818)	(1,254)
Transfers into Level 3	15,494	0
Transfers out of Level 3	0	0
Fixed maturities to short-term investments classification change	0	0
Balance, end of period	301,095	190,097
Movement in total gains (losses) above relating to instruments still held at the reporting date	$ 3,090	$ (524)