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Derivatives - Income Statement (Details) (USD $)
In Thousands, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ (37,037)us-gaap_DerivativeGainLossOnDerivativeNet $ 6,004us-gaap_DerivativeGainLossOnDerivativeNet $ 7,366us-gaap_DerivativeGainLossOnDerivativeNet
Derivates not designated as hedges [Member] | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 38,589us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (75,626)us-gaap_DerivativeGainLossOnDerivativeNet
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(19,897)us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Foreign exchange forward contracts [Member] | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 39,399us-gaap_DerivativeGainLossOnDerivativeNet
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(59,019)us-gaap_DerivativeGainLossOnDerivativeNet
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23,474us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Foreign currency option contracts [Member] | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (810)us-gaap_DerivativeGainLossOnDerivativeNet
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3,789us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Futures contracts [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (72,146)us-gaap_DerivativeGainLossOnDerivativeNet
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(31,757)us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Credit default swaps (protection purchased) [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (3)us-gaap_DerivativeGainLossOnDerivativeNet
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(907)us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Credit default swaps (assumed risks) [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 0us-gaap_DerivativeGainLossOnDerivativeNet
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2,016us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Insurance-linked securities [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 230us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Total return swaps [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (1,002)us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | Interest rate swaps [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (15,871)us-gaap_DerivativeGainLossOnDerivativeNet
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Derivates not designated as hedges [Member] | TBAs [Member] | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ 13,166us-gaap_DerivativeGainLossOnDerivativeNet
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$ (8,808)us-gaap_DerivativeGainLossOnDerivativeNet
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$ 7,045us-gaap_DerivativeGainLossOnDerivativeNet
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