Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative contracts - net
Balance, beginning of period	$ (9,836)	$ (9,753)	$ (9,791)	$ (9,764)
Realized gains (losses)	0	0	0	0
Movement in unrealized gains (losses)	9,879	69	9,834	80
Purchases and issuances	0	0	0	0	[1]
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	43	(9,684)	43	(9,684)
Movement in total gains (losses) above relating to instruments still held at the reporting date	55	69	10	80
U.S. Government
Level 3 assets
Balance, beginning of period	44,256	0	45,063	0
Realized gains (losses)	(37)	0	(112)	0
Movement in unrealized gains (losses)	116	0	743	0
Purchases and issuances	0	0	0	0	[1]
Sales	0	0	0	0
Settlements	(685)	0	(2,044)	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	43,650	0	43,650	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	79	0	630	0
Corporate | Financial Services Sector
Level 3 assets
Balance, beginning of period	43,637	10,000	53,685	0
Realized gains (losses)	(3,088)	0	(2,991)	0
Movement in unrealized gains (losses)	78	0	10	0
Purchases and issuances	0	0	208	10,000	[1]
Sales	(30,420)	0	(30,420)	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	(10,285)	0
Balance, end of period	10,207	10,000	10,207	10,000
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	31	0
Corporate | Non-Financial Services Sector
Level 3 assets
Balance, beginning of period	1,929	5,554	188	5,894
Realized gains (losses)	0	(45)	0	(186)
Movement in unrealized gains (losses)	16	(1)	16	3
Purchases and issuances	0	0	1,747	(123)	[1]
Sales	0	0	0	0
Settlements	0	(236)	(6)	(316)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(1,866)	0	(1,866)	0
Balance, end of period	79	5,272	79	5,272
Movement in total gains (losses) above relating to instruments still held at the reporting date	17	(1)	17	(137)
RMBS - Agency
Level 3 assets
Balance, beginning of period	15	3,038	3,077	1,910
Realized gains (losses)	0	0	(3)	0
Movement in unrealized gains (losses)	0	(2)	7	(4)
Purchases and issuances	0	0	0	1,297	[1]
Sales	0	0	0	0
Settlements	0	(154)	(229)	(321)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(15)	0	(2,852)	0
Balance, end of period	0	2,882	0	2,882
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	(2)	0	(2)
RMBS - Non-Agency
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	[1]
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	0	0	0	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	0	0
Commercial mortgage-backed securities
Level 3 assets
Balance, beginning of period	0	0	0	0
Realized gains (losses)	0	0	0	0
Movement in unrealized gains (losses)	(1)	0	(1)	0
Purchases and issuances	0	0	0	0	[1]
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	102	0	102	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	101	0	101	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	(1)	0	(1)	0
Collateralized debt obligations
Level 3 assets
Balance, beginning of period	17,794	484,171	32,408	687,958
Realized gains (losses)	99	(8,469)	189	(8,209)
Movement in unrealized gains (losses)	1,141	8,994	6,871	16,994
Purchases and issuances	124,843	2,101	124,843	14,042	[1]
Sales	0	(56,576)	0	(211,661)
Settlements	(2,596)	(22,558)	(23,030)	(91,461)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	141,281	407,663	141,281	407,663
Movement in total gains (losses) above relating to instruments still held at the reporting date	333	164	6,152	4,889
Other asset-backed securities
Level 3 assets
Balance, beginning of period	6,855	42,745	17,857	5,288
Realized gains (losses)	(7)	553	515	644
Movement in unrealized gains (losses)	48	(976)	(2,149)	(966)
Purchases and issuances	0	3,334	1,072	43,962	[1]
Sales	0	0	0	0
Settlements	(1,671)	(3,087)	(14,190)	(6,359)
Transfers into Level 3	0	0	3,015	0
Transfers out of Level 3	(4,095)	(6,449)	(4,990)	(6,449)
Balance, end of period	1,130	36,120	1,130	36,120
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	(5)	(1,673)	95
Non-U.S. Government
Level 3 assets
Balance, beginning of period	0	0	0	0
Realized gains (losses)	0	0	0
Movement in unrealized gains (losses)	0	0	0	0
Purchases and issuances	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
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	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	[1]
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	0	0	0	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	0	0
Other investments
Level 3 assets
Balance, beginning of period	225,094	255,672	264,415	185,083
Realized gains (losses)	7,757	9,185	14,588	11,778
Movement in unrealized gains (losses)	(62)	(5,567)	(8,519)	(7,533)
Purchases and issuances	9,297	30,519	34,450	103,822	[1]
Sales	(12,000)	(1,417)	(12,000)	(1,417)
Settlements	(14,869)	(10,170)	(34,334)	(13,511)
Transfers into Level 3	0	0	15,494	0
Transfers out of Level 3	(2,463)	0	(61,340)	0
Balance, end of period	212,754	278,222	212,754	278,222
Movement in total gains (losses) above relating to instruments still held at the reporting date	$ 6,902	$ 3,618	$ 5,276	$ 4,246

[1] Includes assets acquired as result of the transaction described in Note 3(e), "Acquisitions and Disposals - Catlin Acquisition"