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Fair Value Measurements (Detail) - Additional information about assets and liabilities measured at fair value on a recurring basis (USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2012
Mar. 31, 2011
Corporate [Member]
   
Balance, beginning of period $ 23,818 $ 36,866
Realized gains (losses) (18) 0
Movement in unrealized gains (losses) (315) 46
Purchases and issuances 9,076 10,629
Sales and settlements (137) (1,970)
Transfers into Level 3 881 4,397
Transfers out of Level 3 0 (15,083)
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 33,305 34,885
Movement in total gains (losses) above relating to instruments still held at the reporting date (332) 51
Balance, beginning of period 33,305 34,885
Residential Mortgage-Backed Securities Agency [Member]
   
Balance, beginning of period 32,041 30,255
Realized gains (losses) 13 0
Movement in unrealized gains (losses) (79) 38
Purchases and issuances 36 11,460
Sales and settlements (2,348) (1,269)
Transfers into Level 3 10,132 3,944
Transfers out of Level 3 0 (11,441)
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 39,795 32,987
Movement in total gains (losses) above relating to instruments still held at the reporting date (54) 38
Balance, beginning of period 39,795 32,987
Residential Mortgage-Backed Securities Non-Agency [Member]
   
Balance, beginning of period 0 4,964
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 0 6
Purchases and issuances 0 0
Sales and settlements 0 (301)
Transfers into Level 3 0 0
Transfers out of Level 3 0 (1,334)
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 0 3,335
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 6
Balance, beginning of period 0 3,335
Commercial mortgage-backed securities [Member]
   
Balance, beginning of period 0 1,623
Realized gains (losses) 0 (889)
Movement in unrealized gains (losses) 0 1,040
Purchases and issuances 0 0
Sales and settlements 0 (17)
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 1,757
Movement in total gains (losses) above relating to instruments still held at the reporting date 0 151
Balance, beginning of period 0 1,757
Collateralized Debt Obligations [Member]
   
Balance, beginning of period 650,851 721,572
Realized gains (losses) (1,649) (652)
Movement in unrealized gains (losses) 33,116 26,045
Purchases and issuances 0 0
Sales and settlements (43,621) (4,414)
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 638,697 742,551
Movement in total gains (losses) above relating to instruments still held at the reporting date 29,202 25,393
Balance, beginning of period 638,697 742,551
Other Asset Backed Securities [Member]
   
Balance, beginning of period 16,552 24,650
Realized gains (losses) 21 (452)
Movement in unrealized gains (losses) (163) 2,818
Purchases and issuances 0 0
Sales and settlements 0 (9,650)
Transfers into Level 3 0 0
Transfers out of Level 3 0 (4,995)
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 16,410 12,371
Movement in total gains (losses) above relating to instruments still held at the reporting date (431) 1,912
Balance, beginning of period 16,410 12,371
Non US Sovereign Government Supranational And Government Related [Member]
   
Balance, beginning of period 0 3,667
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 0 0
Purchases and issuances 0 0
Sales and settlements 0 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 (3,667)
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
Balance, beginning of period 0 0
Short-term Investments [Member]
   
Balance, beginning of period 0 0
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 0 0
Purchases and issuances 0 0
Sales and 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
Balance, beginning of period 0 0
Other Investments [Member]
   
Balance, beginning of period 113,959 133,717
Realized gains (losses) 1,925 0
Movement in unrealized gains (losses) 899 9,771
Purchases and issuances 1,317 1,864
Sales and settlements (2,441) (518)
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 115,659 144,834
Movement in total gains (losses) above relating to instruments still held at the reporting date (313) 8,707
Balance, beginning of period 115,659 144,834
Derivative Contracts [Member]
   
Balance, beginning of period (42,644) (39,195)
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 2,014 2,449
Purchases and issuances 0 0
Sales and settlements 0 (64)
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 (40,630) (36,810)
Movement in total gains (losses) above relating to instruments still held at the reporting date 2,014 2,449
Balance, beginning of period $ (40,630) $ (36,810)