2.2.0.25falsefalse01050 - Disclosure - Derivativestruefalsefalse1falsefalseUSDfalsefalse1/1/2010 - 12/31/2010 USD ($) USD ($) / shares $FROM_Jan01_2010_TO_Dec31_2010http://www.sec.gov/CIK0000911421duration2010-01-01T00:00:002010-12-31T00:00:00SharesStandardhttp://www.xbrl.org/2003/instancesharesxbrli0USDStandardhttp://www.xbrl.org/2003/iso4217USDiso42170PureStandardhttp://www.xbrl.org/2003/instancepurexbrli0EPSDividehttp://www.xbrl.org/2003/iso4217USDiso4217http://www.xbrl.org/2003/instancesharesxbrli0USDUSD$2true0pre_DisclosureDerivativesAbstractprefalsenadurationNo definition available.falsefalsefalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalsefalsefalseOtherxbrli:stringItemTypestringNo definition available.falsefalseDisclosure - Derivatives [Abstract]3false0us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlockus-gaaptruenadurationNo definition available.falsefalsefalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00<p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0px;">6</font><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;">. Derivatives </font></p><p style='margin-top:6pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.5px;">The Company's derivative instruments are recorded in the Consolidated Balance Sheets at fair value, with changes in fair value mainly recognized in either net foreign exchange gains and losses or net realized and unrealized investment gains and losses in the Consolidated Statements of Operations or accumulated other comprehensive income or loss in the Consolidated Balance Sheets, depending on the nature of the derivative instrument. The Company's objectives for holding or issuing these derivatives are as follows: </font></p><p style='margin-top:13.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Foreign Exchange Forward Contracts </font></p><p style='margin-top:6pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.5px;">The Company utilizes foreign exchange forward contracts as part of its overall currency risk management and investment strategies. From time to time, the Company also utilizes foreign exchange forward contracts to hedge a portion of its net investment exposure resulting from the translation of its foreign subsidiaries and branches whose functional currency is other than the U.S. dollar. </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">&#160;</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Foreign Currency Option Contracts and Futures Contracts </font></p><p style='margin-top:6pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.5px;">The Company also utilizes foreign currency option contracts to mitigate foreign currency risk. The Company uses exchange traded treasury note futures contracts to manage portfolio duration and commodity and equity futures to hedge certain investments. </font></p><p style='margin-top:13.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Credit Default Swaps </font></p><p style='margin-top:6pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.5px;">The Company purchases protection through credit default swaps to mitigate the risk associated with its underwriting operations, most notably in the credit/surety line, and to manage market exposures. </font></p><p style='margin-top:6pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.5px;">The Company also assumes credit risk through credit default swaps to replicate investment positions. The original term of these credit default swaps is generally five years or less and there are no recourse provisions associated with these swaps. While the Company would be required to perform under exposure assumed through credit default swaps in the event of a default on the underlying issuer, no issuer was in default at </font><font style="font-family:Times New Roman;font-size:10pt;">December 31, 2010</font><font style="font-family:Times New Roman;font-size:10pt;">. The counterparties on the Company's assumed credit default swaps are all highly rated financial institutions. </font></p><p style='margin-top:13.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Insurance-Linked Securities </font></p><p style='margin-top:6pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.5px;">The Company has entered into various weather derivatives, weather futures and longevity total return swaps for which the underlying risks </font><font style="font-family:Times New Roman;font-size:10pt;">reference </font><font style="font-family:Times New Roman;font-size:10pt;">parametric weather risks for the weather derivatives and weather futures, and longevity risk for the longevity total return swaps. </font></p><p style='margin-top:13.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Total Return and Interest Rate Swaps and Interest Rate Derivatives </font></p><p style='margin-top:6pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.5px;">The Company has entered into total return swaps referencing various project, investments and principal finance obligations. 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text-align:left;border-color:#000000;min-width:29px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">&#160;</td><td style="width: 101px; text-align:right;border-color:#000000;min-width:101px;">&#160;</td><td style="width: 7px; text-align:left;border-color:#000000;min-width:7px;">&#160;</td><td style="width: 7px; text-align:left;border-color:#000000;min-width:7px;">&#160;</td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">&#160;</td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;">&#160;</td><td style="width: 7px; text-align:left;border-color:#000000;min-width:7px;">&#160;</td><td style="width: 7px; text-align:left;border-color:#000000;min-width:7px;">&#160;</td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">&#160;</td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;">&#160;</td><td style="width: 7px; 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