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Variable interest entities (Assets and liabilities of consolidated VIEs) (Details) - Variable interest entities, primary beneficiary - USD ($)
$ in Thousands
Jun. 30, 2016
Dec. 31, 2015
AlphaCat sidecars    
Variable Interest Entity [Line Items]    
Total assets $ 47,693 $ 206,581
Total liabilities 10,468 14,804
AlphaCat ILS funds - Lower Risk (a)    
Variable Interest Entity [Line Items]    
Total assets [1] 1,544,346 1,268,070
Total liabilities [1] 129,842 143,371
AlphaCat ILS funds - Higher Risk (a)    
Variable Interest Entity [Line Items]    
Total assets [1] 701,348 522,867
Total liabilities [1] 147,466 300,122
AlphaCat Re and AlphaCat Master Fund    
Variable Interest Entity [Line Items]    
Total assets 2,431,907 1,615,779
Total liabilities 2,431,737 1,615,609
BetaCat ILS funds    
Variable Interest Entity [Line Items]    
Total assets 63,947 64,221
Total liabilities $ 493 $ 2,472
[1] Lower risk AlphaCat ILS funds have a maximum permitted portfolio expected loss of less than 7%, whereas higher risk AlphaCat ILS funds have a maximum permitted portfolio expected loss of greater than 7%. Expected loss represents the average annual loss over the set of simulation scenarios divided by the total limit.