Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details)

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Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) (USD $)
In Thousands, unless otherwise specified
 12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Derivative [Line Items]      
Derivative, Gain (Loss) on Derivative, Net $ 26,755 $ 7,156 $ 0
Credit Default Swap, Buying Protection [Member]
      
Derivative [Line Items]      
Derivative, Average Basis Spread on Variable Rate 34200.00%    
Notional Amount of Derivatives (544,699)    
Derivative, Fair Value, Net 86,136    
Derivative, Cost (77,091)    
Derivative, Gain (Loss) on Derivative, Net 9,045    
Maturity Date, 09/20/2013 [Member] | Credit Default Swap, Buying Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date Sep. 20, 2013    
Derivative, Average Basis Spread on Variable Rate 46000.00%    
Notional Amount of Derivatives (45,000)    
Derivative, Fair Value, Net 2,422    
Derivative, Cost (3,127)    
Derivative, Gain (Loss) on Derivative, Net (705)    
Maturity Date, 12/20/2013 [Member] | Credit Default Swap, Buying Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date Dec. 20, 2013    
Derivative, Average Basis Spread on Variable Rate 17200.00%    
Notional Amount of Derivatives (105,000)    
Derivative, Fair Value, Net 3,742    
Derivative, Cost (3,225)    
Derivative, Gain (Loss) on Derivative, Net 517    
Maturity Date, 06/20/2016 [Member] | Credit Default Swap, Buying Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date Jun. 20, 2016    
Derivative, Average Basis Spread on Variable Rate 10500.00%    
Notional Amount of Derivatives (150,000)    
Derivative, Fair Value, Net 2,074    
Derivative, Cost (355)    
Derivative, Gain (Loss) on Derivative, Net 1,719    
Maturity Date, 12/20/2016 [Member] | Credit Default Swap, Buying Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date Dec. 20, 2016    
Derivative, Average Basis Spread on Variable Rate 68400.00%    
Notional Amount of Derivatives (125,000)    
Derivative, Fair Value, Net 10,200    
Derivative, Cost (13,062)    
Derivative, Gain (Loss) on Derivative, Net (2,862)    
Maturity Date, 05/25/2046 [Member] | Credit Default Swap, Buying Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date May 25, 2046    
Derivative, Average Basis Spread on Variable Rate 37700.00%    
Notional Amount of Derivatives (119,699)    
Derivative, Fair Value, Net 67,698    
Derivative, Cost (57,322)    
Derivative, Gain (Loss) on Derivative, Net $ 10,376