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Derivatives - Fair Value of Derivatives Included in Consolidated Statements of Operations (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Change in fair value of derivatives:        
Net investment gains (losses) $ 2,666 $ (149) $ (5,124) $ 5,280
Change in fair value of embedded derivatives:        
Net investment gains (losses) $ (5,118) $ (3,691) $ (5,438) $ (8,952)