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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 9 Months Ended
Sep. 30, 2014
Sep. 30, 2013
Sep. 30, 2014
Sep. 30, 2013
Dec. 31, 2013
Derivative [Line Items]          
Derivative assets, at fair value $ 37,260   $ 37,260   $ 39,045
Derivative assets, Notional amount 1,565,091   1,565,091   880,197
Derivative liabilities, at fair value 12,346   12,346   8,819
Derivative liabilities, Notional amount 945,577   945,577   1,089,050
Derivative liabilities (embedded) 7,913   7,913   4,430
Realized Gain (Loss) on Derivatives 2,026 (2,204) 10,675 20,244  
Unrealized Gain (Loss) on Derivatives 16,420 2,954 (263) (1,103)  
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)  
Unrealized Gain (Loss) on Derivatives     0 0  
Commodity Future Options | Short Contracts / Sold
          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives (6) (273) (6) 290  
Unrealized Gain (Loss) on Derivatives (80) 0 (80) (212)  
Credit Default Swaps - Protection Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 9,110   9,110   15,397
Derivative assets, Notional amount 106,908   106,908   109,520
Derivative liabilities, at fair value 2,240   2,240   2,634
Derivative liabilities, Notional amount 64,465   64,465   59,446
Realized Gain (Loss) on Derivatives (1,479) 346 (3,793) (8,469)  
Unrealized Gain (Loss) on Derivatives 2,843 (1,751) (678) 3,579  
Credit Default Swaps - Protection Sold
          
Derivative [Line Items]          
Derivative assets, at fair value 158   158   1,157
Derivative assets, Notional amount 2,318   2,318   9,557
Derivative liabilities, at fair value 1,503   1,503   348
Derivative liabilities, Notional amount 5,437   5,437   875
Realized Gain (Loss) on Derivatives 1,081 (1,337) 1,266 6,814  
Unrealized Gain (Loss) on Derivatives (1,181) 3,774 (977) (4,017)  
Contracts for Differences | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 5,145   5,145   10,549
Derivative assets, Notional amount 40,331   40,331   62,847
Derivative liabilities, at fair value 5,418   5,418   66
Derivative liabilities, Notional amount 57,363   57,363   14,607
Realized Gain (Loss) on Derivatives (1,397) (1,984) 3,639 6,706  
Unrealized Gain (Loss) on Derivatives (5,837) 5,229 (12,972) 987  
Contracts for Differences | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative assets, at fair value 3   3   67
Derivative assets, Notional amount 2,580   2,580   2,758
Derivative liabilities, at fair value         425
Derivative liabilities, Notional amount         7,253
Realized Gain (Loss) on Derivatives (1,396) 11 (3,734) 1,000  
Unrealized Gain (Loss) on Derivatives 310 (183) 361 254  
Total Return Swaps | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 11,888   11,888   2,950
Derivative assets, Notional amount 179,657   179,657   68,044
Derivative liabilities, at fair value 0   0   1,385
Derivative liabilities, Notional amount 365   365   24,807
Realized Gain (Loss) on Derivatives 2,488 1,712 12,279 2,717  
Unrealized Gain (Loss) on Derivatives 9,990 3,665 10,323 2,732  
Total Return Swaps | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative assets, at fair value 290   290   3
Derivative assets, Notional amount 3,950   3,950   290
Derivative liabilities, at fair value 129   129   140
Derivative liabilities, Notional amount 1,532   1,532   5,037
Realized Gain (Loss) on Derivatives (1,112) (836) (588) 418  
Unrealized Gain (Loss) on Derivatives 795 (664) 298 (500)  
Interest Rate Swaps
          
Derivative [Line Items]          
Derivative assets, at fair value 250   250   182
Derivative assets, Notional amount 194,906   194,906   212,594
Derivative liabilities, at fair value 621   621   821
Derivative liabilities, Notional amount 194,035   194,035   465,560
Realized Gain (Loss) on Derivatives 107 723 (350) 1,352  
Unrealized Gain (Loss) on Derivatives (82) (896) 267 (409)  
Interest Rate Swaptions
          
Derivative [Line Items]          
Derivative assets, at fair value 624   624   1,269
Derivative assets, Notional amount 511,971   511,971   54,884
Derivative liabilities, at fair value 142   142   174
Derivative liabilities, Notional amount 354,139   354,139   99,587
Realized Gain (Loss) on Derivatives (42) (75) 487 (244)  
Unrealized Gain (Loss) on Derivatives (272) 218 (1,848) 251  
Treasury Futures | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative assets, at fair value 170   170   108
Derivative assets, Notional amount 9,929   9,929   6,544
Realized Gain (Loss) on Derivatives (399) 73 (1,040) 508  
Unrealized Gain (Loss) on Derivatives 191 (195) 62 (625)  
Foreign Currency Forward
          
Derivative [Line Items]          
Derivative assets, at fair value 5,501   5,501   1,332
Derivative assets, Notional amount 319,597   319,597   59,925
Derivative liabilities, at fair value         709
Derivative liabilities, Notional amount         189,030
Realized Gain (Loss) on Derivatives 5,037 1,223 5,256 7,533  
Unrealized Gain (Loss) on Derivatives 7,417 (5,750) 4,877 (3,756)  
Foreign Currency Options | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative assets, at fair value 4,121   4,121   5,563
Derivative assets, Notional amount 192,944   192,944   240,062
Realized Gain (Loss) on Derivatives 256 (1,794) (1,484) 6,823  
Unrealized Gain (Loss) on Derivatives 1,539 (1,493) (613) (1,031)  
Foreign Currency Options | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative liabilities, at fair value 1,939   1,939   1,528
Derivative liabilities, Notional amount 100,950   100,950   178,476
Realized Gain (Loss) on Derivatives (78) 352 608 (2,844)  
Unrealized Gain (Loss) on Derivatives (463) (636) (78) (848)  
Catastrophe Risk Derivatives
          
Derivative [Line Items]          
Derivative liabilities, at fair value 233   233    
Derivative liabilities, Notional amount 6,000   6,000    
Commodity Future Options | Long Contracts / Purchased
          
Derivative [Line Items]          
Derivative liabilities, at fair value 80   80    
Derivative liabilities, Notional amount 120,080   120,080    
Realized Gain (Loss) on Derivatives 0 (25) (271) (166)  
Unrealized Gain (Loss) on Derivatives 0 (44) (5) (45)  
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     
Unrealized Gain (Loss) on Derivatives     (168)     
Index Futures | Long Contracts / Purchased
          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives     (840) 0  
Unrealized Gain (Loss) on Derivatives     0 0  
Index Futures | Short Contracts / Sold
          
Derivative [Line Items]          
Derivative liabilities, at fair value         441
Derivative liabilities, Notional amount         8,888
Realized Gain (Loss) on Derivatives 79 0 (253) 19  
Unrealized Gain (Loss) on Derivatives 369 0 441 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 41   41    
Derivative liabilities, Notional amount 41,211   41,211    
Realized Gain (Loss) on Derivatives (273) (320) (817) 242  
Unrealized Gain (Loss) on Derivatives 101 (382) (253) (630)  
Reinsurance contract derivatives
          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives 780 2,062 780 3,167  
Embedded derivatives in reinsurance contracts
          
Derivative [Line Items]          
Derivative liabilities (embedded) 3,173   3,173    
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives (21) 0 (127) 0  
Embedded derivative liability, Notional amount 15,000   15,000    
Embedded derivatives in deposit contracts
          
Derivative [Line Items]          
Derivative liabilities (embedded) 4,740   4,740   4,430
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives (90) (100) (310) (310)  
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 $ (111) $ (100) $ (437) $ (310)