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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 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ 1,841 $ 9,397 $ 66,909 $ 51,755
Not Designated as Hedging Instrument        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 3,798 6,133 66,716 47,647
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 4,985 7,263 95,548 35,570
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 243 887 2,852 2,071
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 (87) 65 (3,010) 5,521
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 1,227 1,960 (5,759) 6,995
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 (4,335) 959 (30,045) 11,946
Not Designated as Hedging Instrument | Net foreign exchange gains (losses) | Foreign currency forward contracts, underwriting and non-investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 2,495 (5,912) 9,073 (13,086)
Not Designated as Hedging Instrument | Net foreign exchange gains (losses) | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (730) 911 (1,943) (1,370)
Designated as Hedging Instrument        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (1,957) 3,264 193 4,108
Designated as Hedging Instrument | Foreign currency forward contracts, investment operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Accumulated other comprehensive loss $ (1,957) $ 3,264 $ 193 $ 4,108