Derivative Instruments (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019
Derivative offsetting [Abstract]
Derivative assets subject to master netting agreements		$ 102,100		$ 97,800
Derivative liabilities subject to master netting agreements		108,500		37,800
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[1]	127,189	$ 35,871
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Asset derivatives - fair value		106,455		103,956
Liability derivatives - fair value		(116,572)		(39,750)
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		127,189	35,871
Not Designated as Hedging Instrument [Member] | Futures contracts
Derivative [Line Items]
Net derivatives - notional value	[2],[3]	2,444,851		4,104,559
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		95,944	27,336
Not Designated as Hedging Instrument [Member] | Futures contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[3]	17,696		10,065
Not Designated as Hedging Instrument [Member] | Futures contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[3]	(24,714)		(13,722)
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts
Derivative [Line Items]
Net derivatives - notional value	[2],[3]	1,490,266		686,878
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(10,870)	(13,709)
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[3]	12,164		5,352
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[3]	(27,015)		(5,327)
Not Designated as Hedging Instrument [Member] | TBAs
Derivative [Line Items]
Net derivatives - notional value	[2],[4]	13,483		53,229
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		745	190
Not Designated as Hedging Instrument [Member] | TBAs | Fixed maturities available for sale
Derivative [Line Items]
Asset derivatives - fair value	[4]	14,403		55,010
Liability derivatives - fair value	[4]	0		0
Not Designated as Hedging Instrument [Member] | Other
Derivative [Line Items]
Net derivatives - notional value	[2],[3]	3,062,419		4,356,300
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		41,370	$ 22,054
Not Designated as Hedging Instrument [Member] | Other | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[3]	62,192		33,529
Not Designated as Hedging Instrument [Member] | Other | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[3]	$ (64,843)		$ (20,701)

[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.’