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Derivatives - Schedule of by major risk type, the Company’s realized and unrealized gains (losses) relating to derivatives (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives $ 0 $ 0 $ 28,035
Unrealized Gain (Loss) on Derivatives 0 0 (27,391)
Credit Default Swaps - Protection Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (3,557)
Unrealized Gain (Loss) on Derivatives 0 0 921
Credit Default Swaps - Protection Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (333)
Unrealized Gain (Loss) on Derivatives 0 0 744
Credit Default Swap [Member]      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 3,486
Unrealized Gain (Loss) on Derivatives 0 0 (2,000)
Equity Contracts | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 32,460
Unrealized Gain (Loss) on Derivatives 0 0 (15,098)
Equity Contracts | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 4,568
Unrealized Gain (Loss) on Derivatives 0 0 (3,608)
Total Return Swaps | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 16,792
Unrealized Gain (Loss) on Derivatives 0 0 (15,864)
Total Return Swaps | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (17,329)
Unrealized Gain (Loss) on Derivatives 0 0 1,883
Interest Rate Swaptions      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (1,819)
Unrealized Gain (Loss) on Derivatives 0 0 1,228
Index Futures | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 403
Unrealized Gain (Loss) on Derivatives 0 0 0
Index Futures | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 50
Unrealized Gain (Loss) on Derivatives 0 0 0
Sovereign Futures [Member] | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 639
Unrealized Gain (Loss) on Derivatives 0 0 0
Sovereign Debt Futures | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (1,166)
Unrealized Gain (Loss) on Derivatives 0 0 0
Total Return Swap [Member] | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (7,569)
Unrealized Gain (Loss) on Derivatives 0 0 0
Foreign Currency Forward Contracts      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (2,849)
Unrealized Gain (Loss) on Derivatives 0 0 4,403
Foreign Currency Future Options - Purchased | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (108)
Unrealized Gain (Loss) on Derivatives 0 0 0
Foreign Currency Options | Long Contracts / Purchased      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 5,138
Unrealized Gain (Loss) on Derivatives 0 0 0
Foreign Currency Options | Short Contracts / Sold      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 (771)
Unrealized Gain (Loss) on Derivatives 0 0 0
Reinsurance contracts accounted for as derivative assets [Member]      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 0
Unrealized Gain (Loss) on Derivatives 1,222 0 0
Embedded derivatives in reinsurance contracts      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 0
Unrealized Gain (Loss) on Derivatives 1,248 (9) 149
Derivative liabilities (embedded)      
Derivative [Line Items]      
Realized Gain (Loss) on Derivatives 0 0 0
Unrealized Gain (Loss) on Derivatives $ 26 $ (9) $ 149