Derivative Instruments - Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Derivative [Line Items]
Net (losses) on derivative instruments	$ (14,090)	$ (115)	$ (15,437)	$ (28,997)
Exchange-traded futures
Derivative [Line Items]
Net (losses) on derivative instruments	(2,753)	(1,352)	(7,565)	(9,903)
Currency forwards
Derivative [Line Items]
Net (losses) on derivative instruments	(1,031)	1,453	(585)	1,338
Interest rate swaps
Derivative [Line Items]
Net (losses) on derivative instruments	15	(81)	(372)	(726)
Credit default swaps
Derivative [Line Items]
Net (losses) on derivative instruments	(2,298)	(449)	5,492	(4,254)
Total return swaps
Derivative [Line Items]
Net (losses) on derivative instruments	(6,840)	314	(10,691)	(15,452)
Option swaps
Derivative [Line Items]
Net (losses) on derivative instruments	$ (1,183)	$ 0	$ (1,716)	$ 0