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Derivative Instruments - Notional Value, Fair Value and Gains and Losses Recognized in Investment Gains (Losses) (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Derivative [Line Items]    
Notional Value $ 612,029 $ 554,873
Derivative Assets 17,079 11,619
Derivative Liabilities 14,822 14,323
Gains (Losses) 12,350 (23,861)
Exchange-traded futures    
Derivative [Line Items]    
Notional Value 218,657 242,355
Derivative Assets 1,594 948
Derivative Liabilities 2,534 2,540
Gains (Losses) 3,515 (15,343)
Currency forwards    
Derivative [Line Items]    
Notional Value 87,019 126,503
Derivative Assets 7,647 8,306
Derivative Liabilities 7,582 8,058
Gains (Losses) 379 (457)
Interest rate swaps    
Derivative [Line Items]    
Notional Value 112,658 43,309
Derivative Assets 1,649 951
Derivative Liabilities 1,959 870
Gains (Losses) (125) (137)
Credit default swaps    
Derivative [Line Items]    
Notional Value 94,657 74,600
Derivative Assets 2,888 1,247
Derivative Liabilities 2,685 2,465
Gains (Losses) 335 (1,757)
Total return swaps    
Derivative [Line Items]    
Notional Value 99,038 68,106
Derivative Assets 3,301 167
Derivative Liabilities 62 390
Gains (Losses) $ 8,246 $ (6,167)