Fair Value Measurements - Assets Carried at Cost or Amortized Cost (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Fixed maturity investments, held-to-maturity:
Fair value	$ 808,179	$ 769,071
Fair Value
Fixed maturity investments, held-to-maturity:
Fair value	808,179	769,071
Other investments:
Total	934,621	899,339
Fair Value | Life Settlement
Other investments:
Life settlements	126,442	130,268
Carrying Value
Fixed maturity investments, held-to-maturity:
Fair value	770,655	790,866
Other investments:
Total	900,291	923,937
Carrying Value | Life Settlement
Other investments:
Life settlements	129,636	133,071
U.S. government and agency | Fair Value
Fixed maturity investments, held-to-maturity:
Fair value	20,892	19,321
U.S. government and agency | Carrying Value
Fixed maturity investments, held-to-maturity:
Fair value	19,886	19,771
Non-U.S. government | Fair Value
Fixed maturity investments, held-to-maturity:
Fair value	34,426	39,058
Non-U.S. government | Carrying Value
Fixed maturity investments, held-to-maturity:
Fair value	33,233	40,503
Corporate | Fair Value
Fixed maturity investments, held-to-maturity:
Fair value	752,861	710,692
Corporate | Carrying Value
Fixed maturity investments, held-to-maturity:
Fair value	717,536	730,592
Quoted Prices in Active Markets for Identical Assets (Level 1)
Fixed maturity investments, held-to-maturity:
Fair value	0	0
Other investments:
Total	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Life Settlement
Other investments:
Life settlements	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. government and agency
Fixed maturity investments, held-to-maturity:
Fair value	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Non-U.S. government
Fixed maturity investments, held-to-maturity:
Fair value	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Corporate
Fixed maturity investments, held-to-maturity:
Fair value	0	0
Significant Other Observable Inputs (Level 2)
Fixed maturity investments, held-to-maturity:
Fair value	808,179	769,071
Other investments:
Total	808,179	769,071
Significant Other Observable Inputs (Level 2) | Life Settlement
Other investments:
Life settlements	0	0
Significant Other Observable Inputs (Level 2) | U.S. government and agency
Fixed maturity investments, held-to-maturity:
Fair value	20,892	19,321
Significant Other Observable Inputs (Level 2) | Non-U.S. government
Fixed maturity investments, held-to-maturity:
Fair value	34,426	39,058
Significant Other Observable Inputs (Level 2) | Corporate
Fixed maturity investments, held-to-maturity:
Fair value	752,861	710,692
Significant Unobservable Inputs (Level 3)
Fixed maturity investments, held-to-maturity:
Fair value	0	0
Other investments:
Total	126,442	130,268
Significant Unobservable Inputs (Level 3) | Life Settlement
Other investments:
Life settlements	126,442	130,268
Significant Unobservable Inputs (Level 3) | U.S. government and agency
Fixed maturity investments, held-to-maturity:
Fair value	0	0
Significant Unobservable Inputs (Level 3) | Non-U.S. government
Fixed maturity investments, held-to-maturity:
Fair value	0	0
Significant Unobservable Inputs (Level 3) | Corporate
Fixed maturity investments, held-to-maturity:
Fair value	$ 0	$ 0