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Summary of Net Gain (Loss) Included in Consolidated Statements of Operations for Changes in Fair Value of Derivatives and Periodic Net Interest Settlements Under Derivatives (Detail) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Net gain (loss) for changes in fair value and net settlements of derivatives $ (2,207) $ (4,666) $ (22,319) $ (7,233)
Interest Rate Swap        
Derivative Instruments, Gain (Loss) [Line Items]        
Net gain (loss) for changes in fair value and net settlements of derivatives 1,100 200 1,700 400
Interest Rate Swap | Net Realized Investment Gains (Losses)        
Derivative Instruments, Gain (Loss) [Line Items]        
Net gain (loss) for changes in fair value and net settlements of derivatives (1,449) (4,666) (10,872) (7,233)
Futures Contracts on Bonds | Net Realized Investment Gains (Losses)        
Derivative Instruments, Gain (Loss) [Line Items]        
Net gain (loss) for changes in fair value and net settlements of derivatives (59) 0 (2,458) 0
Futures Contracts on Equities | Net Realized Investment Gains (Losses)        
Derivative Instruments, Gain (Loss) [Line Items]        
Net gain (loss) for changes in fair value and net settlements of derivatives $ (699) $ 0 $ (8,989) $ 0