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Investments - Schedule of Investments Reconciliation (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Schedule of Investments [Line Items]    
Original or amortized cost $ 1,530,689 $ 1,813,426
Gross unrealized gains 30,619 39,731
Gross unrealized losses (52,764) (17,639)
Fixed maturities 1,508,544 1,835,518
U.S. treasury bonds    
Schedule of Investments [Line Items]    
Original or amortized cost 84,959 94,921
Gross unrealized gains 1,185 704
Gross unrealized losses (1) 0
Fixed maturities 86,143 95,625
U.S. agency bonds – mortgage-backed    
Schedule of Investments [Line Items]    
Original or amortized cost 495,747 533,296
Gross unrealized gains 19,510 6,717
Gross unrealized losses (132) (1,291)
Fixed maturities 515,125 538,722
Non-U.S. government and supranational bonds    
Schedule of Investments [Line Items]    
Original or amortized cost 7,290 11,796
Gross unrealized gains 93 294
Gross unrealized losses (200) (91)
Fixed maturities 7,183 11,999
Asset-backed securities    
Schedule of Investments [Line Items]    
Original or amortized cost 187,255 187,881
Gross unrealized gains 495 821
Gross unrealized losses (14,715) (532)
Fixed maturities 173,035 188,170
Corporate bonds    
Schedule of Investments [Line Items]    
Original or amortized cost 755,438 981,441
Gross unrealized gains 9,336 31,140
Gross unrealized losses (37,716) (15,725)
Fixed maturities $ 727,058 996,856
Municipal bonds    
Schedule of Investments [Line Items]    
Original or amortized cost   4,091
Gross unrealized gains   55
Gross unrealized losses   0
Fixed maturities   $ 4,146