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Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Dec. 31, 2017
Derivative offsetting [Abstract]          
Derivative assets subject to master netting agreements $ 44,000   $ 44,000   $ 40,600
Derivative liabilities subject to master netting agreements 20,100   20,100   19,600
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments [1] (2,146) $ (4,770) (6,109) $ (13,951)  
Not Designated as Hedging Instrument [Member]          
Derivative [Line Items]          
Asset derivatives - fair value 46,384   46,384   42,931
Liability derivatives - fair value (22,398)   (22,398)   (20,464)
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments (2,146) (4,770) (6,109) (13,951)  
Not Designated as Hedging Instrument [Member] | Futures contracts          
Derivative [Line Items]          
Net derivatives - notional value [2],[3] 1,276,189   1,276,189   1,452,497
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments (240) (5,310) 4,790 2,410  
Not Designated as Hedging Instrument [Member] | Futures contracts | Other assets          
Derivative [Line Items]          
Asset derivatives - fair value 556 [3]   556 [3]   3,371
Not Designated as Hedging Instrument [Member] | Futures contracts | Other liabilities          
Derivative [Line Items]          
Liability derivatives - fair value [3] (3,425)   (3,425)   (1,542)
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts          
Derivative [Line Items]          
Net derivatives - notional value [2],[3] 1,072,743   1,072,743   686,941
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments (1,692) (272) (7,616) (12,038)  
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts | Other assets          
Derivative [Line Items]          
Asset derivatives - fair value [3] 18,183   18,183   4,478
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts | Other liabilities          
Derivative [Line Items]          
Liability derivatives - fair value [3] (7,732)   (7,732)   (4,381)
Not Designated as Hedging Instrument [Member] | TBAs          
Derivative [Line Items]          
Net derivatives - notional value [2],[4] 14,480   14,480   27,066
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments 0 86 (97) 21  
Not Designated as Hedging Instrument [Member] | TBAs | Fixed maturities available for sale          
Derivative [Line Items]          
Asset derivatives - fair value 14,761 [4]   14,761 [4]   27,184
Liability derivatives - fair value [4] 0   0   0
Not Designated as Hedging Instrument [Member] | Other          
Derivative [Line Items]          
Net derivatives - notional value [2],[3] 1,924,299   1,924,299   1,457,345
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments (214) $ 726 (3,186) $ (4,344)  
Not Designated as Hedging Instrument [Member] | Other | Other assets          
Derivative [Line Items]          
Asset derivatives - fair value [3] 12,884   12,884   7,898
Not Designated as Hedging Instrument [Member] | Other | Other liabilities          
Derivative [Line Items]          
Liability derivatives - fair value [3] $ (11,241)   $ (11,241)   $ (14,541)
[1] See Note 9 for information on the Company’s derivative instruments.
[2] Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.
[3] The fair value of asset derivatives are included in ‘other assets’ and the fair value of liability derivatives are included in ‘other liabilities.’
[4] The fair value of TBAs are included in ‘fixed maturities available for sale, at fair value.’