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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
Mar. 31, 2021
Mar. 31, 2020
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives $ 4,070 $ 50,095
Not Designated as Hedging Instrument    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 6,159 39,251
Not Designated as Hedging Instrument | Net realized and unrealized losses on investments | Interest rate futures    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 15,507 88,006
Not Designated as Hedging Instrument | Net realized and unrealized losses on investments | Interest rate swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (901) 2,107
Not Designated as Hedging Instrument | Net realized and unrealized losses on investments | Credit default swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 255 (4,897)
Not Designated as Hedging Instrument | Net realized and unrealized losses on investments | Total return swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 0 (21,137)
Not Designated as Hedging Instrument | Net realized and unrealized losses on investments | Equity futures    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives 0 (30,898)
Not Designated as Hedging Instrument | Net foreign exchange losses | Foreign currency forward contracts, underwriting and non-investment operations    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (3,641) (330)
Not Designated as Hedging Instrument | Net foreign exchange losses | Foreign currency forward contracts, investment operations    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (5,061) 6,400
Designated as Hedging Instrument    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of gain (loss) recognized on derivatives (2,089) 10,844
Designated as Hedging Instrument | Foreign currency forward contracts, investment operations    
Derivative Instruments, Gain (Loss) [Line Items]    
Accumulated other comprehensive loss $ (2,089) $ 10,844