Derivative Instruments - Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Derivative [Line Items]
Net (losses) on derivative instruments	$ (30,913)	$ (9,117)	$ (1,347)	$ (28,882)
Exchange-traded futures
Derivative [Line Items]
Net (losses) on derivative instruments	(5,818)	(3,436)	(4,812)	(8,551)
Currency forwards
Derivative [Line Items]
Net (losses) on derivative instruments	(212)	(75)	446	(115)
Interest rate swaps
Derivative [Line Items]
Net (losses) on derivative instruments	225	(331)	(387)	(645)
Credit default swaps
Derivative [Line Items]
Net (losses) on derivative instruments	(4,311)	(1,465)	7,790	(3,805)
Total return swaps
Derivative [Line Items]
Net (losses) on derivative instruments	(18,966)	(3,810)	(3,851)	(15,766)
Option swaps
Derivative [Line Items]
Net (losses) on derivative instruments	$ (1,831)	$ 0	$ (533)	$ 0