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Derivatives - Schedule of listing currency, fair value and notional amounts of derivative instruments (Details) (USD $)
In Thousands, unless otherwise specified
 3 Months Ended 6 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Dec. 31, 2013
Derivative [Line Items]          
Derivative assets, at fair value $ 22,516   $ 22,516   $ 39,045
Derivative assets, Notional amount 926,640   926,640   880,197
Derivative liabilities, at fair value 10,528   10,528   8,819
Derivative liabilities, Notional amount 813,321   813,321   1,089,050
Derivative liabilities (embedded) 5,538   5,538   4,430
Realized Gain (Loss) on Derivatives 6,848 3,390 8,649 22,448  
Unrealized Gain (Loss) on Derivatives (8,630) (1,838) (16,684) (4,056)  
Embedded derivative liability, Notional amount 90,000   90,000   75,000
Commodity Future Options | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value         256
Derivative assets, Notional amount         12,325
Realized Gain (Loss) on Derivatives 0 (2,455) 0 (2,455)  
Unrealized Gain (Loss) on Derivatives 0 0 0 0  
Commodity Future Options | Short Contracts / Sold
          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 176 0 563  
Unrealized Gain (Loss) on Derivatives 0 (30) 0 (212)  
Credit Default Swaps - Protection Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 11,349   11,349   15,397
Derivative assets, Notional amount 105,945   105,945   109,520
Derivative liabilities, at fair value 2,905   2,905   2,634
Derivative liabilities, Notional amount 76,193   76,193   59,446
Realized Gain (Loss) on Derivatives (1,511) (9,530) (2,314) (8,815)  
Unrealized Gain (Loss) on Derivatives (615) 7,535 (3,521) 5,330  
Credit Default Swaps - Protection Sold
          
Derivative [Line Items]          
Derivative assets, at fair value 1,221   1,221   1,157
Derivative assets, Notional amount 11,481   11,481   9,557
Derivative liabilities, at fair value 1,254   1,254   348
Derivative liabilities, Notional amount 4,555   4,555   875
Realized Gain (Loss) on Derivatives 104 8,151 185 8,151  
Unrealized Gain (Loss) on Derivatives 323 (7,792) 204 (7,791)  
Contracts for Differences | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 3,716   3,716   10,549
Derivative assets, Notional amount 50,889   50,889   62,847
Derivative liabilities, at fair value 370   370   66
Derivative liabilities, Notional amount 22,343   22,343   14,607
Realized Gain (Loss) on Derivatives 4,760 2,576 5,036 8,690  
Unrealized Gain (Loss) on Derivatives (4,566) (3,926) (7,135) (4,242)  
Contracts for Differences | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative assets, at fair value         67
Derivative assets, Notional amount         2,758
Derivative liabilities, at fair value 307   307   425
Derivative liabilities, Notional amount 4,402   4,402   7,253
Realized Gain (Loss) on Derivatives (518) 854 (2,338) 989  
Unrealized Gain (Loss) on Derivatives (228) (250) 51 437  
Total Return Swaps | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 1,899   1,899   2,950
Derivative assets, Notional amount 19,768   19,768   68,044
Derivative liabilities, at fair value 2   2   1,385
Derivative liabilities, Notional amount 13,156   13,156   24,807
Realized Gain (Loss) on Derivatives 5,101 41 9,791 1,005  
Unrealized Gain (Loss) on Derivatives (408) (1,267) 332 (933)  
Total Return Swaps | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative assets, at fair value         3
Derivative assets, Notional amount         290
Derivative liabilities, at fair value 635   635   140
Derivative liabilities, Notional amount 7,300   7,300   5,037
Realized Gain (Loss) on Derivatives 337 1,459 524 1,254  
Unrealized Gain (Loss) on Derivatives (264) (484) (497) 164  
Interest Rate Swaps
          
Derivative [Line Items]          
Derivative assets, at fair value 175   175   182
Derivative assets, Notional amount 211,261   211,261   212,594
Derivative liabilities, at fair value 464   464   821
Derivative liabilities, Notional amount 210,623   210,623   465,560
Realized Gain (Loss) on Derivatives 167 635 (457) 629  
Unrealized Gain (Loss) on Derivatives 56 (477) 349 487  
Interest Rate Swaptions
          
Derivative [Line Items]          
Derivative assets, at fair value 2,193   2,193   1,269
Derivative assets, Notional amount 357,585   357,585   54,884
Derivative liabilities, at fair value 1,608   1,608   174
Derivative liabilities, Notional amount 182,777   182,777   99,587
Realized Gain (Loss) on Derivatives (1) (13) 529 (169)  
Unrealized Gain (Loss) on Derivatives (657) (58) (1,576) 33  
Treasury Futures | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative assets, at fair value         108
Derivative assets, Notional amount         6,544
Derivative liabilities, at fair value 21   21    
Derivative liabilities, Notional amount 11,089   11,089    
Realized Gain (Loss) on Derivatives (385) 87 (641) 435  
Unrealized Gain (Loss) on Derivatives (2) 157 (129) (430)  
Foreign Currency Forward
          
Derivative [Line Items]          
Derivative assets, at fair value         1,332
Derivative assets, Notional amount         59,925
Derivative liabilities, at fair value 1,916   1,916   709
Derivative liabilities, Notional amount 181,606   181,606   189,030
Realized Gain (Loss) on Derivatives (315) (1,784) 219 6,310  
Unrealized Gain (Loss) on Derivatives (1,625) 3,523 (2,540) 1,995  
Foreign Currency Options | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 1,963   1,963   5,563
Derivative assets, Notional amount 169,711   169,711   240,062
Realized Gain (Loss) on Derivatives (474) 4,110 (1,740) 8,617  
Unrealized Gain (Loss) on Derivatives (305) 1,686 (2,152) 462  
Foreign Currency Options | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative liabilities, at fair value 535   535   1,528
Derivative liabilities, Notional amount 26,083   26,083   178,476
Realized Gain (Loss) on Derivatives 0 (1,544) 686 (3,196)  
Unrealized Gain (Loss) on Derivatives 214 (894) 385 (212)  
Commodity Future Options | Long Contracts / Purchased
          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 (77) (271) (141)  
Unrealized Gain (Loss) on Derivatives 0 (2) (5) (1)  
Commodity Future Options | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative liabilities, at fair value         148
Derivative liabilities, Notional amount         35,484
Realized Gain (Loss) on Derivatives     316 0  
Unrealized Gain (Loss) on Derivatives     (168) 0  
Index Futures | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative liabilities, at fair value 369   369   441
Derivative liabilities, Notional amount 27,173   27,173   8,888
Realized Gain (Loss) on Derivatives (193) 0 (332) 19  
Unrealized Gain (Loss) on Derivatives (369) 0 72 0  
Bond Futures | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative assets, at fair value         212
Derivative assets, Notional amount         40,847
Derivative liabilities, at fair value 142   142    
Derivative liabilities, Notional amount 46,021   46,021    
Realized Gain (Loss) on Derivatives (224) 704 (544) 562  
Unrealized Gain (Loss) on Derivatives (184) 99 (354) (248)  
Reinsurance contract derivatives
          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives 0 342 0 1,105  
Embedded derivatives in reinsurance contracts
          
Derivative [Line Items]          
Derivative liabilities (embedded) 888   888    
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives (43) 0 (106) 0  
Embedded derivative liability, Notional amount 15,000   15,000    
Embedded derivatives in deposit contracts
          
Derivative [Line Items]          
Derivative liabilities (embedded) 4,650   4,650   4,430
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives (139) (40) (219) (210)  
Embedded derivative liability, Notional amount 75,000   75,000   75,000
Derivative liabilities (embedded)
          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives $ (182) $ (40) $ (325) $ (210)