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Derivatives - Income Statement (Details) - Derivatives not designated as hedges - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ (3,885) $ (40,062) $ (60,271)
Included in net foreign exchange gains and losses      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (16,788) (32,611) (41,171)
Included in net foreign exchange gains and losses | Foreign exchange forward contracts      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (16,788) (32,611) (41,171)
Included in net realized and unrealized investment gains and losses      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 12,903 (7,451) (19,100)
Included in net realized and unrealized investment gains and losses | Futures contracts      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 0 0 (9,952)
Included in net realized and unrealized investment gains and losses | Insurance-linked securities      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 4,807 (2,341) (4,381)
Included in net realized and unrealized investment gains and losses | Total return swaps      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 1,430 (845) 0
Included in net realized and unrealized investment gains and losses | Interest rate swaps      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income 7,020 (5,131) (5,230)
Included in net realized and unrealized investment gains and losses | TBAs      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income (56) (510) 0
Included in net realized and unrealized investment gains and losses | Other      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in income $ (298) $ 1,376 $ 463