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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, 2020
Dec. 31, 2019
Derivative [Line Items]    
Notional Value $ 489,985 $ 584,535
Derivative Assets 21,741 13,491
Derivative Liabilities 30,537 19,259
Gains (Losses) (35,589) (38,421)
Exchange-traded futures    
Derivative [Line Items]    
Notional Value 142,886 171,112
Derivative Assets 118 939
Derivative Liabilities 1,834 871
Gains (Losses) (15,743) (10,840)
Currency forwards    
Derivative [Line Items]    
Notional Value 63,906 60,809
Derivative Assets 8,576 8,545
Derivative Liabilities 8,451 8,633
Gains (Losses) (1,779) 738
Interest rate swaps    
Derivative [Line Items]    
Notional Value 60,997 92,756
Derivative Assets 2,043 1,746
Derivative Liabilities 2,955 2,254
Gains (Losses) (347) (616)
Credit default swaps    
Derivative [Line Items]    
Notional Value 167,649 168,303
Derivative Assets 10,910 2,151
Derivative Liabilities 13,304 5,611
Gains (Losses) (104) (6,413)
Total return swaps    
Derivative [Line Items]    
Notional Value 52,061 91,201
Derivative Assets 94 110
Derivative Liabilities 1,847 1,764
Gains (Losses) (15,242) (21,164)
Option swaps    
Derivative [Line Items]    
Notional Value 2,486 354
Derivative Assets 0 0
Derivative Liabilities 2,146 126
Gains (Losses) $ (2,374) $ (126)