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Financial Derivatives (Credit Default Swaps) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 31,752 $ 16,788
Financial derivatives–liabilities, at fair value- (47,772) (27,621)
Fair Value 16,020 10,833
Credit default swaps on asset-backed indices    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 14,276 3,319
Financial derivatives–liabilities, at fair value- (162) (250)
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long    
Derivative [Line Items]    
Notional Amount (474) (695)
Financial derivatives–assets, at fair value- 5 10
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount (63,528) (63,515)
Financial derivatives–assets, at fair value- 14,271 3,309
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long    
Derivative [Line Items]    
Notional Amount (523) (344)
Financial derivatives–liabilities, at fair value- (162) (145)
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Notional Amount (1) (4,501)
Financial derivatives–liabilities, at fair value- 0 (105)
Credit default swaps on asset-backed securities    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 353 993
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount (998) (2,640)
Financial derivatives–assets, at fair value- 353 993
Credit default swaps on corporate bonds    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 1,202 2
Financial derivatives–liabilities, at fair value- (62) (1,693)
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long    
Derivative [Line Items]    
Notional Amount 0 (430)
Financial derivatives–assets, at fair value- 0 2
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount (6,200) 0
Financial derivatives–assets, at fair value- 1,202 0
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long    
Derivative [Line Items]    
Notional Amount (430) 0
Financial derivatives–liabilities, at fair value- (3) 0
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Notional Amount (2,800) (10,800)
Financial derivatives–liabilities, at fair value- (59) (1,693)
Credit default swaps on corporate bond indices    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 3,732 5,599
Financial derivatives–liabilities, at fair value- (1,922) (14,524)
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long    
Derivative [Line Items]    
Notional Amount (32,159) (130,707)
Financial derivatives–assets, at fair value- 11 5,547
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount (73,826) (1,997)
Financial derivatives–assets, at fair value- 3,721 52
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Long    
Derivative [Line Items]    
Notional Amount (40,438) 0
Financial derivatives–liabilities, at fair value- (1,843) 0
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Notional Amount (57,518) (250,088)
Financial derivatives–liabilities, at fair value- (79) (14,524)
Credit default swaps    
Derivative [Line Items]    
Notional Amount (130,847) (201,365)
Fair Value $ (17,417) $ 6,554
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long    
Derivative [Line Items]    
Remaining Years to Maturity 17 years 9 months 23 years 9 months 18 days
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Remaining Years to Maturity 37 years 8 months 12 days 38 years 4 months 24 days
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long    
Derivative [Line Items]    
Remaining Years to Maturity 32 years 9 months 14 days 29 years 4 months 6 days
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Remaining Years to Maturity 29 years 9 months 3 days 40 years 3 months 21 days
Weighted Average | Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Remaining Years to Maturity 15 years 5 months 15 days 15 years 7 months 17 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long    
Derivative [Line Items]    
Remaining Years to Maturity 0 days 5 months 19 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Remaining Years to Maturity 4 years 8 months 23 days 0 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long    
Derivative [Line Items]    
Remaining Years to Maturity 2 months 19 days 0 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Remaining Years to Maturity 8 months 1 day 3 years 11 months 1 day
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long    
Derivative [Line Items]    
Remaining Years to Maturity 2 years 8 months 19 days 2 years 5 months 1 day
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Remaining Years to Maturity 2 years 11 months 12 days 3 years 11 months 19 days
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Long    
Derivative [Line Items]    
Remaining Years to Maturity 3 years 7 months 2 days 0 days
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Remaining Years to Maturity 1 year 8 months 26 days 2 years 6 months 3 days
Weighted Average | Credit default swaps    
Derivative [Line Items]    
Remaining Years to Maturity 19 years 1 month 9 days 14 years 10 months 17 days