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Derivative Instruments (Consolidated Balance Sheets and Fair Value of the Principal Derivative Instruments) (Details) - USD ($) $ in Thousands | Mar. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Derivative Assets |  |
Gross Amounts of Recognized Assets | $ 28,792 | $ 28,154
Gross Amounts Offset in the Balance Sheet | 2,066 | 3,829
Net Amounts of Assets Presented in the Balance Sheet | 26,726 | 24,325
Collateral | 0 | 3,601
Net Amount | 26,726 | 20,724
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 30,820 | 8,160
Gross Amounts Offset in the Balance Sheet | 5,949 | 772
Net Amounts of Liabilities Presented in the Balance Sheet | 24,871 | 7,388
Collateral Pledged | 21,469 | 1,473
Net Amount | 3,402 | 5,915
Not Designated as Hedging Instrument | Other assets |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 24,638 | 28,090
Gross Amounts Offset in the Balance Sheet | 2,066 | 3,162
Net Amounts of Assets Presented in the Balance Sheet | 22,572 | 24,928
Collateral | 0 | 3,601
Net Amount | 22,572 | 21,327
Not Designated as Hedging Instrument | Other assets | Interest rate futures |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 139 | 234
Gross Amounts Offset in the Balance Sheet | (789) | 122
Net Amounts of Assets Presented in the Balance Sheet | 928 | 112
Collateral | 0 | 0
Net Amount | 928 | 112
Not Designated as Hedging Instrument | Other assets | Interest rate swaps |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 114 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 114 |
Collateral Pledged | 114 |
Net Amount | 0 |
Not Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, underwriting and non-investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 17,824 | 22,702
Gross Amounts Offset in the Balance Sheet | 2,416 | 2,418
Net Amounts of Assets Presented in the Balance Sheet | 15,408 | 20,284
Collateral | 0 | 0
Net Amount | 15,408 | 20,284
Not Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 6,645 | 1,082
Gross Amounts Offset in the Balance Sheet | 439 | 622
Net Amounts of Assets Presented in the Balance Sheet | 6,206 | 460
Collateral | 0 | 0
Net Amount | 6,206 | 460
Not Designated as Hedging Instrument | Other assets | Credit default swaps |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 30 | 37
Gross Amounts Offset in the Balance Sheet | 0 | 0
Net Amounts of Assets Presented in the Balance Sheet | 30 | 37
Collateral | 0 | 0
Net Amount | 30 | 37
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 332 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 332 |
Collateral Pledged | 332 |
Net Amount | 0 |
Not Designated as Hedging Instrument | Other assets | Total return swaps |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets |  | 3,744
Gross Amounts Offset in the Balance Sheet |  | 0
Net Amounts of Assets Presented in the Balance Sheet |  | 3,744
Collateral |  | 3,601
Net Amount |  | 143
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 17,767 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 17,767 |
Collateral Pledged | 17,767 |
Net Amount | 0 |
Not Designated as Hedging Instrument | Other assets | Equity futures |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets |  | 291
Gross Amounts Offset in the Balance Sheet |  | 0
Net Amounts of Assets Presented in the Balance Sheet |  | 291
Collateral |  | 0
Net Amount |  | 291
Not Designated as Hedging Instrument | Other liabilities |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 30,820 | 6,342
Gross Amounts Offset in the Balance Sheet | 4,460 | 772
Net Amounts of Liabilities Presented in the Balance Sheet | 26,360 | 5,570
Collateral Pledged | 21,469 | 1,473
Net Amount | 4,891 | 4,097
Not Designated as Hedging Instrument | Other liabilities | Interest rate futures |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 1,654 | 1,545
Gross Amounts Offset in the Balance Sheet | (789) | 122
Net Amounts of Liabilities Presented in the Balance Sheet | 2,443 | 1,423
Collateral Pledged | 2,443 | 1,423
Net Amount | 0 | 0
Not Designated as Hedging Instrument | Other liabilities | Interest rate swaps |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities |  | 50
Gross Amounts Offset in the Balance Sheet |  | 0
Net Amounts of Liabilities Presented in the Balance Sheet |  | 50
Collateral Pledged |  | 50
Net Amount |  | 0
Not Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, underwriting and non-investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 9,700 | 3,808
Gross Amounts Offset in the Balance Sheet | 4,810 | 28
Net Amounts of Liabilities Presented in the Balance Sheet | 4,890 | 3,780
Collateral Pledged | 0 | 0
Net Amount | 4,890 | 3,780
Not Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 440 | 939
Gross Amounts Offset in the Balance Sheet | 439 | 622
Net Amounts of Liabilities Presented in the Balance Sheet | 1 | 317
Collateral Pledged | 0 | 0
Net Amount | 1 | 317
Not Designated as Hedging Instrument | Other liabilities | Equity futures |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 813 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 813 |
Collateral Pledged | 813 |
Net Amount | 0 |
Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 4,154 | 64
Gross Amounts Offset in the Balance Sheet | 0 | 667
Net Amounts of Assets Presented in the Balance Sheet | 4,154 | (603)
Collateral | 0 | 0
Net Amount | 4,154 | (603)
Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 0 | 1,818
Gross Amounts Offset in the Balance Sheet | 1,489 | 0
Net Amounts of Liabilities Presented in the Balance Sheet | (1,489) | 1,818
Collateral Pledged | 0 | 0
Net Amount | $ (1,489) | $ 1,818

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