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Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2013
Mar. 31, 2012
Corporate
   
Level 3 assets    
Balance, beginning of period $ 30,098 $ 23,818
Realized gains (losses) (2) (18)
Movement in unrealized gains (losses) 204 (315)
Purchases and issuances 10,621 9,076
Sales 0 0
Settlements (106) (137)
Transfers into Level 3 0 881
Transfers out of Level 3 0 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 40,815 33,305
Movement in total gains (losses) above relating to instruments still held at the reporting date 202 (332)
RMBS - Agency
   
Level 3 assets    
Balance, beginning of period 32,005 32,041
Realized gains (losses) 13 13
Movement in unrealized gains (losses) (18) (79)
Purchases and issuances 0 36
Sales (535) (1,334)
Settlements (893) (1,014)
Transfers into Level 3 0 10,132
Transfers out of Level 3 (11,465) 0
Fixed maturities to short-term investments classification change 0 0
Balance, end of period 19,107 39,795
Movement in total gains (losses) above relating to instruments still held at the reporting date (5) (54)
RMBS - Non-Agency
   
Level 3 assets    
Balance, beginning of period 116 0
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 0 0
Purchases and issuances 0 0
Sales 0 0
Settlements (13) 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 103 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 25,347 0
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 1 0
Purchases and issuances 0 0
Sales 0 0
Settlements (336) 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 25,012 0
Movement in total gains (losses) above relating to instruments still held at the reporting date 1 0
CDO
   
Level 3 assets    
Balance, beginning of period 701,736 650,851
Realized gains (losses) 356 (1,649)
Movement in unrealized gains (losses) 21,255 33,116
Purchases and issuances 0 0
Sales 0 (37,181)
Settlements (20,443) (6,440)
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 702,904 638,697
Movement in total gains (losses) above relating to instruments still held at the reporting date 20,892 29,202
Other asset-backed securities
   
Level 3 assets    
Balance, beginning of period 18,128 16,552
Realized gains (losses) 51 21
Movement in unrealized gains (losses) 1,475 (163)
Purchases and issuances 21,686 0
Sales 0 0
Settlements (5,453) 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 35,887 16,410
Movement in total gains (losses) above relating to instruments still held at the reporting date 7 (431)
Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported
   
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 0
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 0 0
Purchases and issuances 2,017 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 2,017 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 115,272 113,959
Realized gains (losses) 2,915 1,925
Movement in unrealized gains (losses) (1,902) 899
Purchases and issuances 1,905 1,317
Sales 0 0
Settlements (4,868) (2,441)
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 113,322 115,659
Movement in total gains (losses) above relating to instruments still held at the reporting date 1,013 (313)
Derivative contracts - net
   
Level 3 liabilities    
Balance, beginning of period (36,247) (42,644)
Realized gains (losses) 0 0
Movement in unrealized gains (losses) 3,697 2,014
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 (32,550) (40,630)
Movement in total gains (losses) above relating to instruments still held at the reporting date $ 3,697 $ 2,014