Derivative Instruments (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Derivative offsetting [Abstract]
Derivative assets subject to master netting agreements		$ 87,000		$ 87,000		$ 97,800
Derivative liabilities subject to master netting agreements		60,300		60,300		37,800
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[1]	(836)	$ 63,966	126,353	$ 99,837
Not designated as hedging instrument
Derivative [Line Items]
Asset derivatives - fair value		102,882		102,882		103,956
Liability derivatives - fair value		(66,821)		(66,821)		(39,750)
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(836)	63,966	126,353	99,837
Not designated as hedging instrument | Futures contracts
Derivative [Line Items]
Net derivatives - notional value	[2],[3]	2,635,862		2,635,862		4,104,559
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(1,607)	66,973	94,337	94,309
Not designated as hedging instrument | Futures contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[3]	17,181		17,181		10,065
Not designated as hedging instrument | Futures contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[3]	(5,894)		(5,894)		(13,722)
Not designated as hedging instrument | Foreign currency forward contracts
Derivative [Line Items]
Net derivatives - notional value	[2],[3]	1,073,432		1,073,432		686,878
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		3,523	(5,365)	(7,347)	(19,074)
Not designated as hedging instrument | Foreign currency forward contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[3]	12,366		12,366		5,352
Not designated as hedging instrument | Foreign currency forward contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[3]	(9,400)		(9,400)		(5,327)
Not designated as hedging instrument | TBAs
Derivative [Line Items]
Net derivatives - notional value	[2],[4]	5,740		5,740		53,229
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		264	48	1,009	238
Not designated as hedging instrument | TBAs | Fixed maturities available for sale
Derivative [Line Items]
Asset derivatives - fair value	[4]	5,973		5,973		55,010
Liability derivatives - fair value	[4]	0		0		0
Not designated as hedging instrument | Other
Derivative [Line Items]
Net derivatives - notional value	[2],[3]	3,398,053		3,398,053		4,356,300
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(3,016)	$ 2,310	38,354	$ 24,364
Not designated as hedging instrument | Other | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[3]	67,362		67,362		33,529
Not designated as hedging instrument | Other | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[3]	$ (51,527)		$ (51,527)		$ (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.’