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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, 2021
Dec. 31, 2020
Derivative [Line Items]    
Notional Value $ 480,991 $ 489,985
Derivatives 15,422 21,741
Derivatives 16,923 30,537
Gains (Losses) (13,298) (35,589)
Exchange-traded futures    
Derivative [Line Items]    
Notional Value 131,876 142,886
Derivatives 392 118
Derivatives 1,186 1,834
Gains (Losses) (5,072) (15,743)
Currency forwards    
Derivative [Line Items]    
Notional Value 66,058 63,906
Derivatives 7,344 8,576
Derivatives 6,980 8,451
Gains (Losses) 1,746 (1,779)
Interest rate swaps    
Derivative [Line Items]    
Notional Value 13,483 60,997
Derivatives 497 2,043
Derivatives 833 2,955
Gains (Losses) (316) (347)
Credit default swaps    
Derivative [Line Items]    
Notional Value 155,757 167,649
Derivatives 6,594 10,910
Derivatives 6,967 13,304
Gains (Losses) (2,914) (104)
Total return swaps    
Derivative [Line Items]    
Notional Value 63,817 52,061
Derivatives 595 94
Derivatives 527 1,847
Gains (Losses) (6,433) (15,242)
Option swaps    
Derivative [Line Items]    
Notional Value 50,000 2,486
Derivatives 0 0
Derivatives 430 2,146
Gains (Losses) $ (309) $ (2,374)