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FAIR VALUE MEASUREMENTS (DETAILS 2) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs Assets Quantitative Information [Line Items]
Fixed maturities	$ 12,012,894us-gaap_AvailableForSaleSecuritiesDebtSecurities	$ 12,129,273us-gaap_AvailableForSaleSecuritiesDebtSecurities
Other investments	939,006us-gaap_AlternativeInvestmentsFairValueDisclosure	965,465us-gaap_AlternativeInvestmentsFairValueDisclosure
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]
Other investments	36,960us-gaap_AlternativeInvestmentsFairValueDisclosure / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Loss severity rate	53.50%us-gaap_FairValueInputsLossSeverity / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]
Net derivative assets	$ (7,308)us-gaap_DerivativeAssetsLiabilitiesAtFairValueNet / us-gaap_FairValueByAssetClassAxis = axs_WeatherRelatedDerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_ValuationTechniqueAxis = axs_SimulationModelMember
Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]
Default rates	4.00%us-gaap_FairValueInputsProbabilityOfDefault / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Collateral spreads	3.00%axs_FairValueInputsCollateralSpread / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Estimated maturity dates	2 years 10 months 29 days
Minimum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]
Weather curve	632axs_FairValueInputsHeatingDegreeDays / us-gaap_FairValueByAssetClassAxis = axs_WeatherRelatedDerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_ValuationTechniqueAxis = axs_SimulationModelMember
Weather standard deviation	59axs_FairValueInputsStandardDeviationOfHeatingDegreeDays / us-gaap_FairValueByAssetClassAxis = axs_WeatherRelatedDerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_ValuationTechniqueAxis = axs_SimulationModelMember
Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]
Default rates	5.00%us-gaap_FairValueInputsProbabilityOfDefault / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Collateral spreads	3.50%axs_FairValueInputsCollateralSpread / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Estimated maturity dates	4 years 1 month 6 days
Maximum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]
Weather curve	2,161axs_FairValueInputsHeatingDegreeDays / us-gaap_FairValueByAssetClassAxis = axs_WeatherRelatedDerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_ValuationTechniqueAxis = axs_SimulationModelMember
Weather standard deviation	250axs_FairValueInputsStandardDeviationOfHeatingDegreeDays / us-gaap_FairValueByAssetClassAxis = axs_WeatherRelatedDerivativeMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_ValuationTechniqueAxis = axs_SimulationModelMember
Weighted Average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]
Fair Value Inputs Assets Quantitative Information [Line Items]
Default rates	4.30%us-gaap_FairValueInputsProbabilityOfDefault / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_WeightedAverageMember / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Loss severity rate	53.50%us-gaap_FairValueInputsLossSeverity / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_WeightedAverageMember / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Collateral spreads	3.30%axs_FairValueInputsCollateralSpread / us-gaap_FairValueByAssetClassAxis = axs_CloEquityTranchedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_RangeAxis = us-gaap_WeightedAverageMember / us-gaap_ValuationTechniqueAxis = us-gaap_IncomeApproachValuationTechniqueMember
Estimated maturity dates	3 years 7 months 9 days

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- Definition

The difference between the interest yield earned on the underlying collateral assets and the interest rates incurred on the debt tranches of the CLO structure.

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The estimated remaining time to maturity of the CLO structure (expressed as a number of years).

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Fair value inputs, heating degree days.

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Fair value inputs, standard deviation of heating degree days.

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Fair value of investments in certain entities that calculate net asset value per share, including, but not limited to, by unit, membership interest, or other ownership interest. Investments include, but are not limited to, investments in certain hedge funds, venture capital funds, private equity funds, real estate partnerships or funds.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

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-SubTopic 10

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- Definition

Amount of debt securities categorized neither as held-to-maturity nor trading.

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- Definition

Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

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- Definition

Loss, including interest and principal, incurred on a defaulted security, expressed as a percentage of the original principal balance, used as an input to measure fair value.

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Percentage of likelihood a loan will not be repaid and instead default, used as an input to measure fair value.

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