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Fair Value Measurements - Insurance Contracts - Fair Value Option (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Reinsurance balances recoverable on paid and unpaid losses      
Beginning fair value $ 321,973 $ 176,723  
Assumed business 90,805 304,387  
Incurred losses and LAE:      
Change in fair value (970) 21,369  
Ending fair value 356,668 321,973 $ 176,723
Net      
Beginning fair value 2,134,464 1,252,445  
Assumed business 9,218 1,517,281  
Incurred losses and LAE:      
Reduction in estimates of ultimate losses (29,732) (78,388)  
Reduction in unallocated LAE (19,915) (20,656)  
Change in fair value 117,181 6,664 30,256
Total incurred losses and LAE 67,534 (92,380)  
Paid losses (324,625) (428,774)  
Effect of exchange rate movements 39,013 (114,108)  
Ending fair value 1,925,604 2,134,464 1,252,445
Components of Changes in Fair Value      
Change in fair value 117,181 6,664 30,256
Reinsurance balances recoverable      
Reinsurance balances recoverable on paid and unpaid losses      
Beginning fair value 739,591 542,224  
Assumed business 0 372,780  
Incurred losses and LAE:      
Reduction in estimates of ultimate losses (2,958) (30,041)  
Reduction in unallocated LAE 0 0  
Change in fair value 43,449 21,181  
Net incurred losses and LAE 40,491 (8,860)  
Paid losses (92,145) (148,175)  
Effect of exchange rate movements 7,581 (18,378)  
Ending fair value 695,518 739,591 542,224
Losses and LAE liabilities      
Liability for losses and LAE      
Beginning fair value 2,874,055 1,794,669  
Assumed business 9,218 1,890,061  
Incurred losses and LAE:      
Reduction in estimates of ultimate losses (32,690) (108,429)  
Reduction in unallocated LAE (19,915) (20,656)  
Change in fair value 160,630 27,845  
Net incurred losses and LAE 108,025 (101,240)  
Paid losses (416,770) (576,949)  
Effect of exchange rate movements 46,594 (132,486)  
Ending fair value 2,621,122 2,874,055 1,794,669
Duration      
Incurred losses and LAE:      
Change in fair value 22,719 74,011 41,332
Components of Changes in Fair Value      
Change in fair value 22,719 74,011 41,332
Corporate bond yield      
Incurred losses and LAE:      
Change in fair value 94,462 (71,031) (11,076)
Components of Changes in Fair Value      
Change in fair value 94,462 (71,031) (11,076)
Risk cost of capital      
Incurred losses and LAE:      
Change in fair value 0 3,684 0
Components of Changes in Fair Value      
Change in fair value $ 0 $ 3,684 $ 0