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Derivatives - Summary of realized and unrealized gains and losses on derivatives (Details) - Not designated as hedging instrument - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Other underwriting income (loss) | Underwriting derivatives        
Derivative Instruments, Gain (Loss) [Line Items]        
Realized and unrealized gains and losses on derivative instruments $ 868 $ 673 $ 1,001 $ 1,265
Realized and unrealized gains (losses) on investments | Options        
Derivative Instruments, Gain (Loss) [Line Items]        
Realized and unrealized gains and losses on derivative instruments 0 (2) 1,081 799
Realized and unrealized gains (losses) on investments | Total return swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Realized and unrealized gains and losses on derivative instruments $ 16,986 $ 1,333 $ (6,896) $ 2,915