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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, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Derivative [Line Items]        
Net gains (losses) on derivative instruments $ 1,895 $ (14,090) $ (7,183) $ (15,437)
Exchange-traded futures        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 2,186 (2,753) (1,561) (7,565)
Currency forwards        
Derivative [Line Items]        
Net gains (losses) on derivative instruments 512 (1,031) 1,339 (585)
Interest rate swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments (179) 15 (202) (372)
Credit default swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments (91) (2,298) (2,327) 5,492
Total return swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments (611) (6,840) (4,498) (10,691)
Option swaps        
Derivative [Line Items]        
Net gains (losses) on derivative instruments $ 78 $ (1,183) $ 66 $ (1,716)