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Derivatives - Schedule of listing currency, fair value and notional amounts of derivative instruments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives $ 0 $ 28,035 $ 32,582
Unrealized Gain (Loss) on Derivatives 0 (27,391) 29,396
Credit Default Swaps - Protection Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (3,557) (3,462)
Unrealized Gain (Loss) on Derivatives 0 921 (978)
Credit Default Swaps - Protection Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (333) 605
Unrealized Gain (Loss) on Derivatives 0 744 (720)
Equity Contracts | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 32,460 58,047
Unrealized Gain (Loss) on Derivatives 0 (15,098) 13,334
Equity Contracts | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 4,568 2,608
Unrealized Gain (Loss) on Derivatives 0 (3,608) 4,715
Total Return Swaps | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 16,792 16,863
Unrealized Gain (Loss) on Derivatives 0 (15,864) 16,923
Total Return Swaps | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (17,329) (15,892)
Unrealized Gain (Loss) on Derivatives 0 1,883 (765)
Interest Rate Swaps      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (3,104)
Unrealized Gain (Loss) on Derivatives 0 0 (1,740)
Interest Rate Swaptions      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (1,819) (354)
Unrealized Gain (Loss) on Derivatives 0 1,228 (2,056)
Foreign Currency Forward Contracts      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (2,849) (10,470)
Unrealized Gain (Loss) on Derivatives 0 4,403 (3,048)
Foreign Currency Future Options - Purchased | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (108) 0
Unrealized Gain (Loss) on Derivatives 0 0 0
Foreign Currency Options | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 5,138 (6,716)
Unrealized Gain (Loss) on Derivatives 0 0 1,164
Foreign Currency Options | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (771) 2,183
Unrealized Gain (Loss) on Derivatives 0 0 (80)
Credit Default Swap [Member]      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 3,486 72
Unrealized Gain (Loss) on Derivatives 0 (2,000) 2,000
Embedded derivatives in reinsurance contracts      
Derivative [Line Items]      
Derivative liabilities, at fair value 31 22  
Derivative liabilities, notional amount 20,000 20,000  
Realized Gain (Loss) on Derivatives 0 0 0
Unrealized Gain (Loss) on Derivatives (9) 149 (79)
Derivative liabilities (embedded)      
Derivative [Line Items]      
Derivative liabilities, at fair value 31 22  
Derivative liabilities, notional amount 20,000 20,000  
Realized Gain (Loss) on Derivatives 0 0 0
Unrealized Gain (Loss) on Derivatives (9) 149 (79)
Index Futures | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 403 0
Unrealized Gain (Loss) on Derivatives 0 0 0
Index Futures | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 50 0
Unrealized Gain (Loss) on Derivatives 0 0 0
Sovereign Futures [Member] | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 639 0
Unrealized Gain (Loss) on Derivatives 0 0 0
Sovereign Debt Futures | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (1,166) (7,798)
Unrealized Gain (Loss) on Derivatives 0 0 647
Total Return Swap [Member] | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 (7,569) 0
Unrealized Gain (Loss) on Derivatives $ 0 $ 0 $ 0