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, 2016		Dec. 31, 2015
Level 3 assets
Balance, beginning of period		$ 426,037		$ 876,369
Realized gains (losses)		16,035		7,063
Movement in unrealized gains (losses)		4,642		3,488
Purchases and issuances		51,102		279,869	[1]
Sales		(77,197)		(375,319)
Settlements		(83,224)		(349,808)
Net transfers into (out of) Level 3		(85,799)	[2]	(15,625)
Balance, end of period		251,596		426,037
Movement in total gains (losses) above relating to instruments still held at the reporting date		7,871		8,377
Level 3 liabilities
Balance, beginning of period		(9,791)		(9,764)
Realized gains (losses)		0		0
Movement in unrealized gains (losses)		9,793		(27)
Purchases and Issuances		0		0	[1]
Sales		0		0
Settlements		0		0
Net transfers into (out of) Level 3		0		0
Balance, end of period		2		(9,791)
Movement in total gains (losses) relating to investments still held		10		80
U.S. Government and Government - Related/Supported
Level 3 assets
Balance, beginning of period		45,063		0
Realized gains (losses)		264		0
Movement in unrealized gains (losses)		687		0
Purchases and issuances		0		35,044	[1]
Sales		(19,101)		0
Settlements		(2,162)		0
Net transfers into (out of) Level 3		0		10,019
Balance, end of period		24,751		45,063
Movement in total gains (losses) above relating to instruments still held at the reporting date		886		0
Corporate | Financial Services Sector
Level 3 assets
Balance, beginning of period		53,685		0
Realized gains (losses)		(2,991)		9
Movement in unrealized gains (losses)		10		(10)
Purchases and issuances		285		53,686	[1]
Sales		(30,420)		0
Settlements		0		0
Net transfers into (out of) Level 3		(10,285)		0
Balance, end of period		10,284		53,685
Movement in total gains (losses) above relating to instruments still held at the reporting date		31		(2)
Corporate | Non-Financial Services Sector
Level 3 assets
Balance, beginning of period		188		5,894
Realized gains (losses)		0		(186)
Movement in unrealized gains (losses)		13		(13)
Purchases and issuances		1,747		(123)	[1]
Sales		0		0
Settlements		(6)		(316)
Net transfers into (out of) Level 3		7,859		(5,068)
Balance, end of period		9,801		188
Movement in total gains (losses) above relating to instruments still held at the reporting date		14		(153)
RMBS - Agency
Level 3 assets
Balance, beginning of period		3,077		1,910
Realized gains (losses)		(3)		0
Movement in unrealized gains (losses)		7		(3)
Purchases and issuances		0		1,297	[1]
Sales		0		0
Settlements		(229)		(323)
Net transfers into (out of) Level 3		(2,852)		196	[2]
Balance, end of period		0		3,077
Movement in total gains (losses) above relating to instruments still held at the reporting date		0		(2)
CMBS
Level 3 assets
Balance, beginning of period		0
Realized gains (losses)		0
Movement in unrealized gains (losses)		(3)
Purchases and issuances		0
Sales		0
Settlements		0
Net transfers into (out of) Level 3		102
Balance, end of period		99		0
Movement in total gains (losses) above relating to instruments still held at the reporting date		(3)
Collateralized debt obligations ('CDO')
Level 3 assets
Balance, beginning of period		32,408		687,958
Realized gains (losses)		189		(8,658)
Movement in unrealized gains (losses)		6,870		16,688
Purchases and issuances		0		25,882	[1]
Sales		0		(366,633)
Settlements		(23,030)		(322,829)
Net transfers into (out of) Level 3		(16,436)		0
Balance, end of period		1		32,408
Movement in total gains (losses) above relating to instruments still held at the reporting date		6,152		5,279
Other asset-backed securities
Level 3 assets
Balance, beginning of period		17,857		5,288
Realized gains (losses)		479		628
Movement in unrealized gains (losses)		(2,113)		(599)
Purchases and issuances		1,072		46,940	[1]
Sales		0		(7,269)
Settlements		(14,190)		(6,359)
Net transfers into (out of) Level 3	[2]	(1,975)		(20,772)
Balance, end of period		1,130		17,857
Movement in total gains (losses) above relating to instruments still held at the reporting date		(1,673)		451
Other investments
Level 3 assets
Balance, beginning of period		283,550		185,083
Realized gains (losses)		18,097		15,270
Movement in unrealized gains (losses)		(10,622)		(12,548)
Purchases and issuances		47,998		117,143	[1]
Sales		(27,676)		(1,417)
Settlements		(43,607)		(19,981)
Net transfers into (out of) Level 3		(62,212)	[2]	0
Balance, end of period		205,528		283,550
Movement in total gains (losses) above relating to instruments still held at the reporting date		$ 2,454		$ 2,724

[1] Includes assets acquired as result of the transaction described in Note 2(e), "Acquisitions and Disposals - Catlin Acquisition"

[2] Net transfers include both movement in and movement out of Level 3. Corporate - Non-Financials securities for 2016 includes $9.7 million of incoming transfers partially offset by $1.9 million outgoing transfers. Other asset-backed securities for 2016 includes $5.0 million of outgoing transfers partially offset by $3.0 million of incoming transfers, and 2015 includes $34.1 million of outgoing transfers partially offset by $13.3 million of incoming transfers. Other investments for 2016 includes $77.7 million of outgoing transfers partially offset by $15.5 million of incoming transfers. RMBS-Agency for 2015 includes $3.1 million of incoming transfers partially offset by $2.9 million of outgoing transfers.