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Fair value - Fair value hierarchy (Details) - Recurring - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Quoted Prices in Active Markets for Identical Assets (Level 1)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value $ 571,218 $ 617,060
Total liabilities measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Other underwriting derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 0  
Quoted Prices in Active Markets for Identical Assets (Level 1) | Investment derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 0 [1] 0 [2]
Quoted Prices in Active Markets for Identical Assets (Level 1) | Term loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Fixed maturities | Corporate bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Fixed maturities | Corporate bonds | Payable for securities sold short    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Fixed maturities | U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 265,310 285,500
Quoted Prices in Active Markets for Identical Assets (Level 1) | Fixed maturities | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Fixed maturities | Mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Fixed maturities | Non-U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Fixed maturities | Municipal government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Short-term investments    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 296,158 318,012
Quoted Prices in Active Markets for Identical Assets (Level 1) | Equities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 9,750 13,548
Quoted Prices in Active Markets for Identical Assets (Level 1) | Other underwriting derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value   0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Investment derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [3]   0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Other investments measured at net asset value    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [2] 0 0
Significant Other Observable Inputs (Level 2)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 1,763,906 1,917,859
Total liabilities measured at fair value 54,116 66,514
Significant Other Observable Inputs (Level 2) | Other underwriting derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 314  
Significant Other Observable Inputs (Level 2) | Investment derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 23,726 [1] 257 [2]
Significant Other Observable Inputs (Level 2) | Term loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 871,054 1,025,886
Significant Other Observable Inputs (Level 2) | Fixed maturities | Corporate bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 407,175 371,540
Significant Other Observable Inputs (Level 2) | Fixed maturities | Corporate bonds | Payable for securities sold short    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 30,076 66,257
Significant Other Observable Inputs (Level 2) | Fixed maturities | U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 113 109
Significant Other Observable Inputs (Level 2) | Fixed maturities | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 254,196 336,171
Significant Other Observable Inputs (Level 2) | Fixed maturities | Mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 30,314 32,456
Significant Other Observable Inputs (Level 2) | Fixed maturities | Non-U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 149,858 133,409
Significant Other Observable Inputs (Level 2) | Fixed maturities | Municipal government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 2,073 2,184
Significant Other Observable Inputs (Level 2) | Short-term investments    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 47,703 11,291
Significant Other Observable Inputs (Level 2) | Equities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 1,420 2,998
Significant Other Observable Inputs (Level 2) | Other underwriting derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value   148
Significant Other Observable Inputs (Level 2) | Investment derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [3]   1,667
Significant Other Observable Inputs (Level 2) | Other investments measured at net asset value    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [2] 0 0
Significant Unobservable Inputs (Level 3)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 147,000 145,572
Total liabilities measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Other underwriting derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 0  
Significant Unobservable Inputs (Level 3) | Investment derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 0 [1] 0 [2]
Significant Unobservable Inputs (Level 3) | Term loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 35,945 36,048
Significant Unobservable Inputs (Level 3) | Fixed maturities | Corporate bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 965 933
Significant Unobservable Inputs (Level 3) | Fixed maturities | Corporate bonds | Payable for securities sold short    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Fixed maturities | U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Fixed maturities | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Fixed maturities | Mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Fixed maturities | Non-U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Fixed maturities | Municipal government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Short-term investments    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 0 0
Significant Unobservable Inputs (Level 3) | Equities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 110,090 108,591
Significant Unobservable Inputs (Level 3) | Other underwriting derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value   0
Significant Unobservable Inputs (Level 3) | Investment derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [3]   0
Significant Unobservable Inputs (Level 3) | Other investments measured at net asset value    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [2] 0 0
Estimated Fair Value    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 2,512,806 2,710,952
Total liabilities measured at fair value 54,116 66,514
Estimated Fair Value | Other underwriting derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 314  
Estimated Fair Value | Investment derivative liabilities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 23,726 [1] 257 [2]
Estimated Fair Value | Term loans    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 906,999 1,061,934
Estimated Fair Value | Fixed maturities | Corporate bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 408,140 372,473
Estimated Fair Value | Fixed maturities | Corporate bonds | Payable for securities sold short    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total liabilities measured at fair value 30,076 66,257
Estimated Fair Value | Fixed maturities | U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 265,423 285,609
Estimated Fair Value | Fixed maturities | Asset-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 254,196 336,171
Estimated Fair Value | Fixed maturities | Mortgage-backed securities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 30,314 32,456
Estimated Fair Value | Fixed maturities | Non-U.S. government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 149,858 133,409
Estimated Fair Value | Fixed maturities | Municipal government and government agency bonds    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 2,073 2,184
Estimated Fair Value | Short-term investments    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 343,861 329,303
Estimated Fair Value | Equities    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value 121,260 125,137
Estimated Fair Value | Other underwriting derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value   148
Estimated Fair Value | Investment derivative assets    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [3]   1,667
Estimated Fair Value | Other investments measured at net asset value    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets measured at fair value [2] $ 30,682 $ 30,461
[1] Investment derivative assets and liabilities represent the fair value of total return swaps, which are recorded in “other liabilities” in the consolidated balance sheets as of March 31, 2020
[2] In accordance with applicable accounting guidance, other investments that are measured at fair value using the net asset value practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheets.
[3] Investment derivative assets and liabilities represent the fair value of total return swaps, which are recorded in “other assets” and “other liabilities,” respectively, in the consolidated balance sheets as of December 31, 2019.