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Derivative Instruments (Gain (Loss) Recognized in the Consolidated Statements of Operations Related to its Derivative Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ 14,973 $ 26,991 $ 65,068 $ 42,358
Not Designated as Hedging Instrument        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 23,667 26,147 62,918 41,514
Not Designated as Hedging Instrument | Net realized and unrealized gains on investments | Interest rate futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 2,557 22,253 90,563 28,307
Not Designated as Hedging Instrument | Net realized and unrealized gains on investments | Interest rate swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 502 835 2,609 1,184
Not Designated as Hedging Instrument | Net realized and unrealized gains on investments | Credit default swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 1,974 1,046 (2,923) 5,456
Not Designated as Hedging Instrument | Net realized and unrealized gains on investments | Total return swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 14,151 4,501 (6,986) 5,035
Not Designated as Hedging Instrument | Net realized and unrealized gains on investments | Equity futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 5,188 8,538 (25,710) 10,987
Not Designated as Hedging Instrument | Net foreign exchange (losses) gains | Foreign currency forward contracts, underwriting and non-investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 6,908 (11,616) 6,578 (7,174)
Not Designated as Hedging Instrument | Net foreign exchange (losses) gains | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (7,613) 590 (1,213) (2,281)
Designated as Hedging Instrument        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (8,694) 844 2,150 844
Designated as Hedging Instrument | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Accumulated other comprehensive loss $ (8,694) $ 844 $ 2,150 $ 844