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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, 2019
Dec. 31, 2018
Derivative [Line Items]    
Notional Value $ 584,535 $ 612,029
Derivative Assets 13,491 17,079
Derivative Liabilities 19,259 14,822
Gains (Losses) (38,421) 12,350
Exchange-traded futures    
Derivative [Line Items]    
Notional Value 171,112 218,657
Derivative Assets 939 1,594
Derivative Liabilities 871 2,534
Gains (Losses) (10,840) 3,515
Currency forwards    
Derivative [Line Items]    
Notional Value 60,809 87,019
Derivative Assets 8,545 7,647
Derivative Liabilities 8,633 7,582
Gains (Losses) 738 379
Interest rate swaps    
Derivative [Line Items]    
Notional Value 92,756 112,658
Derivative Assets 1,746 1,649
Derivative Liabilities 2,254 1,959
Gains (Losses) (616) (125)
Credit default swaps    
Derivative [Line Items]    
Notional Value 168,303 94,657
Derivative Assets 2,151 2,888
Derivative Liabilities 5,611 2,685
Gains (Losses) (6,413) 335
Total return swaps    
Derivative [Line Items]    
Notional Value 91,201 99,038
Derivative Assets 110 3,301
Derivative Liabilities 1,764 62
Gains (Losses) (21,164) $ 8,246
Option swaps    
Derivative [Line Items]    
Notional Value 354  
Derivative Assets 0  
Derivative Liabilities 126  
Gains (Losses) $ (126)