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Derivative Instruments (Gain (Loss) Recognized in the Consolidated Statements of Operations Related to its Derivative Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives $ 50,095 $ 19,383
Not Designated as Hedging Instrument    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 39,251 19,383
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Interest rate futures    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 88,006 6,056
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Interest rate swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 2,107 349
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Credit default swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (4,897) 4,410
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Total return swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (21,137) 534
Not Designated as Hedging Instrument | Net realized and unrealized (losses) gains on investments | Equity futures    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (30,898) 2,447
Not Designated as Hedging Instrument | Net foreign exchange losses | Foreign currency forward contracts, underwriting and non-investment operations    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (330) 4,442
Not Designated as Hedging Instrument | Net foreign exchange losses | Foreign currency forward contracts, investment operations    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 6,400 1,145
Designated as Hedging Instrument | Foreign currency forward contracts, investment operations    
Derivative Instruments, Gain (Loss) [Line Items]    
Accumulated other comprehensive loss $ 10,844 $ 0