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Fair value measurements (Level 3 rollforward) (Details) - Level 3 - Recurring - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Reconciliation of beginning and ending balances for all investments measured at fair value on recurring basis        
Level 3 investments - beginning of period $ 292,116 $ 102,033 $ 245,837 $ 50,248
Purchases 21,268 43,791 86,643 101,966
Sales   (2,929) (2,389) (4,918)
Settlements (17,784) (4,203) (34,158) (8,198)
Net realized losses       (11)
Change in net unrealized (losses) gains (2,551) (210) (2,884) (605)
Transfers into Level 3 during the period 0 0 0 0
Transfers out of Level 3 during the period 0 0 0 0
Level 3 investments - end of period 293,049 138,482 293,049 138,482
Bank loan portfolio        
Reconciliation of beginning and ending balances for all investments measured at fair value on recurring basis        
Level 3 investments - beginning of period 255,011 86,533 232,337 32,748
Purchases 8,885 43,791 50,988 101,966
Sales   (929) (2,389) (929)
Settlements (17,784) (4,203) (34,033) (8,198)
Net realized losses       0
Change in net unrealized (losses) gains (2,964) (210) (3,755) (605)
Transfers into Level 3 during the period 0 0 0 0
Transfers out of Level 3 during the period 0 0 0 0
Level 3 investments - end of period 243,148 124,982 243,148 124,982
Catastrophe bonds        
Reconciliation of beginning and ending balances for all investments measured at fair value on recurring basis        
Level 3 investments - beginning of period 37,105 15,500 13,500 17,500
Purchases 0 0 23,272 0
Sales   (2,000) 0 (3,989)
Settlements 0 0 (125) 0
Net realized losses       (11)
Change in net unrealized (losses) gains 413 0 871 0
Transfers into Level 3 during the period 0 0 0 0
Transfers out of Level 3 during the period 0 0 0 0
Level 3 investments - end of period 37,518 $ 13,500 37,518 $ 13,500
Asset-backed securities        
Reconciliation of beginning and ending balances for all investments measured at fair value on recurring basis        
Level 3 investments - beginning of period 0   0  
Purchases 12,383   12,383  
Sales     0  
Settlements 0   0  
Change in net unrealized (losses) gains 0   0  
Transfers into Level 3 during the period 0   0  
Transfers out of Level 3 during the period 0   0  
Level 3 investments - end of period $ 12,383   $ 12,383