Annual report pursuant to Section 13 and 15(d)

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

v2.4.0.6
Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Provide 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    
Credit Default Swap, Selling Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date   Jul. 25, 2036  
Derivative, Average Basis Spread on Variable Rate 29000.00% 37800.00%  
Notional Amount of Derivatives 154,812 41,576  
Derivative, Fair Value, Net (14,638) 3,137  
Derivative, Cost 2,485 (3,554)  
Derivative, Gain (Loss) on Derivative, Net (12,153) (417)  
Maturity Date, 07/25/2036 [Member] | Credit Default Swap, Selling Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date Jul. 25, 2036    
Derivative, Average Basis Spread on Variable Rate 35900.00%    
Notional Amount of Derivatives 99,890    
Derivative, Fair Value, Net 2,733    
Derivative, Cost (11,089)    
Derivative, Gain (Loss) on Derivative, Net (8,356)    
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    
Maturity Date, 05/25/2046 [Member] | Credit Default Swap, Selling Protection [Member]
      
Derivative [Line Items]      
Derivative, Maturity Date May 25, 2046    
Derivative, Average Basis Spread on Variable Rate 14600.00%    
Notional Amount of Derivatives 54,922    
Derivative, Fair Value, Net (17,371)    
Derivative, Cost 13,574    
Derivative, Gain (Loss) on Derivative, Net $ (3,797)