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Derivative Instruments - Fair Value of Derivatives Included in Consolidated Statements of Operations (Details) - Revenues - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Change in fair value of derivatives:        
Net investment gains (losses) $ (149) $ 4,683 $ 5,280 $ 3,832
Change in fair value of embedded derivatives:        
Net investment gains (losses) $ (3,691) $ (2,479) $ (8,952) $ 1,090