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Derivatives - Income Statement (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]      
Change in fair value of designated cash flow hedges, net of reclassification adjustment $ (1,877) $ 1,877 $ 0
Derivatives not designated as hedges      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (60,271) 51,038 (47,711)
Derivatives not designated as hedges | Included in net foreign exchange gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (41,171) 45,143 (41,776)
Derivatives not designated as hedges | Included in net foreign exchange gains and losses [Member] | Foreign exchange forward contracts      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (41,171) 45,143 (41,776)
Derivatives not designated as hedges | Included in net realized and unrealized investment gains and losses [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (19,100) 5,895 (5,935)
Derivatives not designated as hedges | Included in net realized and unrealized investment gains and losses [Member] | Futures contracts      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (9,952) 11,043 (11,683)
Derivatives not designated as hedges | Included in net realized and unrealized investment gains and losses [Member] | Insurance-linked securities      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (4,381) 6,134 (563)
Derivatives not designated as hedges | Included in net realized and unrealized investment gains and losses [Member] | Total return swaps      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 0 0 464
Derivatives not designated as hedges | Included in net realized and unrealized investment gains and losses [Member] | Interest rate swaps      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (5,230) 2,332 1,105
Derivatives not designated as hedges | Included in net realized and unrealized investment gains and losses [Member] | TBAs      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 0 (13,614) 4,742
Derivatives not designated as hedges | Included in net realized and unrealized investment gains and losses [Member] | Other      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 463 0 0
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Change in fair value of designated cash flow hedges, net of reclassification adjustment 2,000    
Unrealized gain on investments      
Derivative Instruments, Gain (Loss) [Line Items]      
Change in fair value of designated cash flow hedges, net of reclassification adjustment $ (1,877) $ 1,877 $ 0