XML 141 R120.htm IDEA: XBRL DOCUMENT v3.3.1.900
Derivative Instruments (Gain (Loss) Recognized In The Consolidated Statements Of Operations Related To Its Derivative Instruments) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ 12,362 $ (13,851) $ 27,601
Net realized and unrealized gains on investments | Interest Rate Futures      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives     29,695
Net realized and unrealized gains on investments | Interest Rate Futures | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 5,573 (32,713)  
Net realized and unrealized gains on investments | Credit Default Swaps      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives     1,363
Net realized and unrealized gains on investments | Credit Default Swaps | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (313) 328  
Net realized and unrealized gains on investments | Weather Contract      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives     (1,331)
Net realized and unrealized gains on investments | Weather Contract | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 183 1,454  
Net foreign exchange gains | Foreign Currency Forward Contracts, Underwriting and Non-investment Operations      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives     889
Net foreign exchange gains | Foreign Currency Forward Contracts, Underwriting and Non-investment Operations | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (1,943) 4,457  
Net foreign exchange gains | Foreign Currency Forward Contracts, Investment Operations      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives     $ (3,015)
Net foreign exchange gains | Foreign Currency Forward Contracts, Investment Operations | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ 8,862 $ 12,623