Derivatives (Tables)

3 Months Ended

Mar. 31, 2012

Disclosure - Derivatives [Abstract]

Schedule Of Derivative Instruments In Statement Of Financial Position Fair Value Text Block

	Asset		Liability		Net derivatives
	derivatives		derivatives		Net notional
March 31, 2012	at fair value		at fair value		exposure		Fair value
Foreign exchange forward contracts	$	5,608	$	(2,132)	$	2,955,928	$	3,476
Foreign currency option contracts		3,338		—		116,147		3,338
Futures contracts		17,393		(1,995)		2,526,540		15,398
Credit default swaps (protection purchased)		17		(1,464)		95,301		(1,447)
Credit default swaps (assumed risks)		356		(102)		17,500		254
Insurance-linked securities (1)		—		(3,528)		160,964		(3,528)
Total return swaps		6,943		(418)		113,328		6,525
Interest rate swaps (2)		—		(7,029)		—		(7,029)
TBAs		—		(206)		132,620		(206)
Total derivatives	$	33,655	$	(16,874)			$	16,781
	Asset		Liability		Net derivatives
	derivatives		derivatives		Net notional
December 31, 2011	at fair value		at fair value		exposure		Fair value
Foreign exchange forward contracts	$	7,865	$	(5,816)	$	2,555,230	$	2,049
Foreign currency option contracts		1,074		(321)		110,079		753
Futures contracts		13,572		(14,173)		2,534,995		(601)
Credit default swaps (protection purchased)		92		(1,285)		94,961		(1,193)
Credit default swaps (assumed risks)		246		(772)		17,500		(526)
Insurance-linked securities (1)		—		(968)		136,375		(968)
Total return swaps		7,673		(640)		122,230		7,033
Interest rate swaps (2)		—		(7,992)		—		(7,992)
TBAs		747		(58)		104,315		689
Total derivatives	$	31,269	$	(32,025)			$	(756)

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(1)       At March 31, 2012 and December 31, 2011, insurance-linked securities include a longevity swap for which the notional amount is not reflective of the overall potential exposure of the swap. As such, the Company has included the probable maximum loss under the swap within the net notional exposure as an approximation of the notional amount.

(2)The Company enters into interest rate swaps to mitigate notional exposures oncertain total return swaps. Accordingly, the notional valueof interest rate swaps is not presented separately in the table.

Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location [Table Text Block]

	For the three		For the three
	months ended		months ended
	March 31, 2012		March 31, 2011
Foreign exchange forward contracts	$	3,881	$	(17,016)
Foreign currency option contracts		3,327		(77)
Total included in net foreign exchange gains and losses	$	7,208	$	(17,093)
Futures contracts	$	21,845	$	(20,283)
Credit default swaps (protection purchased)		(597)		(244)
Credit default swaps (assumed risks)		1,076		836
Insurance-linked securities		(3,459)		(7,073)
Total return swaps		77		799
Interest rate swaps		963		823
TBAs		1,070		1,303
Total included in net realized and unrealized investment gains and losses	$	20,975	$	(23,839)
Total derivatives	$	28,183	$	(40,932)