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Derivatives - Schedule of listing currency, fair value and notional amounts of derivative instruments (Details) - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2019 | Dec. 31, 2018 | Dec. 31, 2017
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | $ 0 | $ 28,035 | $ 32,582
Unrealized Gain (Loss) on Derivatives | 0 | (27,391) | 29,396
Credit Default Swaps - Protection Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (3,557) | (3,462)
Unrealized Gain (Loss) on Derivatives | 0 | 921 | (978)
Credit Default Swaps - Protection Sold |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (333) | 605
Unrealized Gain (Loss) on Derivatives | 0 | 744 | (720)
Equity Contracts | Long Contracts / Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 32,460 | 58,047
Unrealized Gain (Loss) on Derivatives | 0 | (15,098) | 13,334
Equity Contracts | Short Contracts / Sold |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 4,568 | 2,608
Unrealized Gain (Loss) on Derivatives | 0 | (3,608) | 4,715
Total Return Swaps | Long Contracts / Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 16,792 | 16,863
Unrealized Gain (Loss) on Derivatives | 0 | (15,864) | 16,923
Total Return Swaps | Short Contracts / Sold |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (17,329) | (15,892)
Unrealized Gain (Loss) on Derivatives | 0 | 1,883 | (765)
Interest Rate Swaps |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 0 | (3,104)
Unrealized Gain (Loss) on Derivatives | 0 | 0 | (1,740)
Interest Rate Swaptions |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (1,819) | (354)
Unrealized Gain (Loss) on Derivatives | 0 | 1,228 | (2,056)
Foreign Currency Forward Contracts |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (2,849) | (10,470)
Unrealized Gain (Loss) on Derivatives | 0 | 4,403 | (3,048)
Foreign Currency Future Options - Purchased | Long Contracts / Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (108) | 0
Unrealized Gain (Loss) on Derivatives | 0 | 0 | 0
Foreign Currency Options | Long Contracts / Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 5,138 | (6,716)
Unrealized Gain (Loss) on Derivatives | 0 | 0 | 1,164
Foreign Currency Options | Short Contracts / Sold |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (771) | 2,183
Unrealized Gain (Loss) on Derivatives | 0 | 0 | (80)
Credit Default Swap [Member] |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 3,486 | 72
Unrealized Gain (Loss) on Derivatives | 0 | (2,000) | 2,000
Embedded derivatives in reinsurance contracts |  |  |
Derivative [Line Items] |  |  |
Derivative liabilities, at fair value | 31 | 22 |
Derivative liabilities, notional amount | 20,000 | 20,000 |
Realized Gain (Loss) on Derivatives | 0 | 0 | 0
Unrealized Gain (Loss) on Derivatives | (9) | 149 | (79)
Derivative liabilities (embedded) |  |  |
Derivative [Line Items] |  |  |
Derivative liabilities, at fair value | 31 | 22 |
Derivative liabilities, notional amount | 20,000 | 20,000 |
Realized Gain (Loss) on Derivatives | 0 | 0 | 0
Unrealized Gain (Loss) on Derivatives | (9) | 149 | (79)
Index Futures | Long Contracts / Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 403 | 0
Unrealized Gain (Loss) on Derivatives | 0 | 0 | 0
Index Futures | Short Contracts / Sold |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 50 | 0
Unrealized Gain (Loss) on Derivatives | 0 | 0 | 0
Sovereign Futures [Member] | Long Contracts / Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | 639 | 0
Unrealized Gain (Loss) on Derivatives | 0 | 0 | 0
Sovereign Debt Futures | Short Contracts / Sold |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (1,166) | (7,798)
Unrealized Gain (Loss) on Derivatives | 0 | 0 | 647
Total Return Swap [Member] | Long Contracts / Purchased |  |  |
Derivative [Line Items] |  |  |
Realized Gain (Loss) on Derivatives | 0 | (7,569) | 0
Unrealized Gain (Loss) on Derivatives | $ 0 | $ 0 | $ 0

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