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Derivatives - Balance Sheet (Details) - USD ($)
Dec. 31, 2020
Dec. 31, 2019
Derivative [Line Items]    
Asset derivatives at fair value [1] $ 11,599,000 $ 8,805,000
Liability derivatives at fair value [1] (33,359,000) (24,854,000)
Derivatives designated as hedges    
Derivative [Line Items]    
Net notional exposure   0
Derivatives designated as hedges | Foreign exchange forward contracts    
Derivative [Line Items]    
Net notional exposure 0  
Derivatives not designated as hedges    
Derivative [Line Items]    
Asset derivatives at fair value 11,599,000 8,805,000
Liability derivatives at fair value (33,359,000) (24,854,000)
Fair value (21,760,000) (16,049,000)
Derivatives not designated as hedges | Foreign exchange forward contracts    
Derivative [Line Items]    
Asset derivatives at fair value 7,309,000 4,363,000
Liability derivatives at fair value (10,698,000) (5,643,000)
Fair value (3,389,000) (1,280,000)
Net notional exposure 3,843,436,000 3,028,063,000
Derivatives not designated as hedges | Foreign currency option contracts    
Derivative [Line Items]    
Asset derivatives at fair value   266,000
Liability derivatives at fair value   0
Fair value   266,000
Net notional exposure   0
Derivatives not designated as hedges | Insurance-linked securities    
Derivative [Line Items]    
Asset derivatives at fair value [2] 3,074,000 2,728,000
Liability derivatives at fair value [2] (2,000,000) (3,871,000)
Fair value [2] 1,074,000 (1,143,000)
Net notional exposure [2] 18,850,000 46,250,000
Derivatives not designated as hedges | Total return swaps    
Derivative [Line Items]    
Asset derivatives at fair value 797,000 1,448,000
Liability derivatives at fair value (3,152,000) (2,962,000)
Fair value (2,355,000) (1,514,000)
Net notional exposure 31,580,000 31,641,000
Derivatives not designated as hedges | Interest rate swaps    
Derivative [Line Items]    
Asset derivatives at fair value [3] 0 0
Liability derivatives at fair value [3] (17,509,000) (12,378,000)
Fair value [3] (17,509,000) (12,378,000)
Net notional exposure [3] 0 $ 0
Derivatives not designated as hedges | Other Investments    
Derivative [Line Items]    
Asset derivatives at fair value 419,000  
Liability derivatives at fair value 0  
Fair value 419,000  
Net notional exposure $ 0  
[1] Amounts include all derivative instruments, irrespective of whether there is a legally enforceable master netting arrangement in place.
[2] Insurance-linked securities include longevity swaps for which the notional amounts are not reflective of the overall potential exposure of the swaps. The net notional exposure above includes the Company's best estimate of the present value of future expected claims.
[3] The Company enters into interest rate swaps to mitigate notional exposures on certain total return swaps and certain fixed maturities. The net notional exposure for interest rate swaps above relates to fixed maturities.