Derivative Instruments - Fair value and notional amount of derivatives (Details) - USD ($) $ in Thousands		Mar. 31, 2021	Dec. 31, 2020
Derivative offsetting
Derivative assets subject to master netting agreements		$ 148,400	$ 138,800
Derivative liabilities subject to master netting agreements		98,100	93,000
Not designated as hedging instrument
Derivative [Line Items]
Asset derivatives - fair value		156,160	177,383
Liability derivatives - fair value		(98,103)	(108,705)
Not designated as hedging instrument | Futures contracts
Derivative [Line Items]
Net derivatives - notional value	[1],[2]	7,116,745	3,099,796
Not designated as hedging instrument | Futures contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[2]	85,379	11,046
Not designated as hedging instrument | Futures contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[2]	(54,615)	(4,496)
Not designated as hedging instrument | Foreign currency forward contracts
Derivative [Line Items]
Net derivatives - notional value	[1],[2]	2,190,031	1,656,729
Not designated as hedging instrument | Foreign currency forward contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[2]	17,898	52,716
Not designated as hedging instrument | Foreign currency forward contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[2]	(29,887)	(6,202)
Not designated as hedging instrument | TBAs
Derivative [Line Items]
Net derivatives - notional value	[1],[3]	0	0
Not designated as hedging instrument | TBAs | Fixed maturities available for sale
Derivative [Line Items]
Asset derivatives - fair value	[3]	0	0
Liability derivatives - fair value	[3]	0	0
Not designated as hedging instrument | Other
Derivative [Line Items]
Net derivatives - notional value	[1],[2]	6,324,926	5,763,919
Not designated as hedging instrument | Other | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[2]	52,883	113,621
Not designated as hedging instrument | Other | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[2]	$ (13,601)	$ (98,007)

[1] Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.

[2] The fair value of asset derivatives are included in ‘other assets’ and the fair value of liability derivatives are included in ‘other liabilities.’

[3] The fair value of TBAs are included in ‘fixed maturities available for sale, at fair value.’