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Investment information - Credit quality of investments (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Investments by Credit Rating Table [Line Items]    
Total investments $ 2,512,806 $ 2,709,137
Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments 2,360,864 2,553,539
Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments 2,017,003 2,224,236
Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments 906,999 1,061,934
Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments 408,140 372,473
Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments 265,423 285,609
Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments 254,196 336,171
Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments 30,314 32,456
Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments 149,858 133,409
Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments 2,073 2,184
Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments 343,861 329,303
Other investments    
Investments by Credit Rating Table [Line Items]    
Total investments 30,682 30,461
Equities    
Investments by Credit Rating Table [Line Items]    
Total investments 121,260 125,137
AAA    
Investments by Credit Rating Table [Line Items]    
Total investments 32,825 28,924
AAA | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 32,825 28,924
AAA | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 2,651 3,141
AAA | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AAA | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AAA | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AAA | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,628 2,006
AAA | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AAA | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AAA | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,023 1,135
AAA | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 30,174 25,783
AA    
Investments by Credit Rating Table [Line Items]    
Total investments 605,285 591,612
AA | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 605,285 591,612
AA | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 450,498 454,770
AA | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AA | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 34,647 36,128
AA | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 265,423 285,609
AA | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AA | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
AA | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 149,858 132,460
AA | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 570 573
AA | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 154,787 136,842
A    
Investments by Credit Rating Table [Line Items]    
Total investments 100,864 147,059
A | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 100,864 147,059
A | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 100,462 112,156
A | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
A | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 76,063 81,401
A | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
A | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 19,319 29,179
A | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 4,600 1,100
A | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
A | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 480 476
A | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 402 34,903
BBB    
Investments by Credit Rating Table [Line Items]    
Total investments 367,545 404,813
BBB | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 367,545 404,813
BBB | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 256,750 289,658
BBB | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
BBB | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 58,018 41,103
BBB | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
BBB | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 181,547 223,956
BBB | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 17,185 23,650
BBB | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 949
BBB | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
BBB | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 110,795 115,155
BB    
Investments by Credit Rating Table [Line Items]    
Total investments 50,416 49,291
BB | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 50,416 49,291
BB | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 50,416 49,291
BB | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 10,277 9,617
BB | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 19,222 9,003
BB | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
BB | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 19,727 29,695
BB | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,190 976
BB | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
BB | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
BB | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
B    
Investments by Credit Rating Table [Line Items]    
Total investments 782,378 837,894
B | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 782,378 837,894
B | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 742,378 837,894
B | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 650,028 761,168
B | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 84,955 58,345
B | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
B | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 7,395 18,381
B | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
B | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
B | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
B | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 40,000 0
CCC    
Investments by Credit Rating Table [Line Items]    
Total investments 281,572 359,881
CCC | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 281,572 359,881
CCC | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 281,572 351,522
CCC | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 161,307 215,909
CCC | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 118,847 135,613
CCC | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CCC | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,418 0
CCC | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CCC | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CCC | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CCC | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 8,359
CC    
Investments by Credit Rating Table [Line Items]    
Total investments 4,695 6,823
CC | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 4,695 6,823
CC | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 4,695 6,823
CC | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 2,823 6,823
CC | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,872 0
CC | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CC | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CC | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CC | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CC | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
CC | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
C    
Investments by Credit Rating Table [Line Items]    
Total investments 1,314 2,119
C | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,314 2,119
C | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,314 2,119
C | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,314 2,119
C | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
C | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
C | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
C | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
C | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
C | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
C | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
D    
Investments by Credit Rating Table [Line Items]    
Total investments 7,841 2,497
D | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 7,841 2,497
D | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 7,841 2,497
D | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 1,590 0
D | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 3,699 0
D | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
D | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
D | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 2,552 2,497
D | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
D | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
D | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
Not Rated    
Investments by Credit Rating Table [Line Items]    
Total investments 126,129 122,626
Not Rated | Fixed income and short term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 126,129 122,626
Not Rated | Fixed income instruments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 118,426 114,365
Not Rated | Term loans    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 79,660 66,298
Not Rated | Fixed maturities | Corporate bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 10,817 10,880
Not Rated | Fixed maturities | U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
Not Rated | Fixed maturities | Asset-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 23,162 32,954
Not Rated | Fixed maturities | Mortgage-backed securities    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 4,787 4,233
Not Rated | Fixed maturities | Non-U.S. government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
Not Rated | Fixed maturities | Municipal government and government agency bonds    
Investments by Credit Rating Table [Line Items]    
Total investments [1] 0 0
Not Rated | Short-term investments    
Investments by Credit Rating Table [Line Items]    
Total investments [1] $ 7,703 $ 8,261
[1] For individual fixed maturity investments, Standard & Poor’s ratings are used. In the absence of a Standard & Poor’s rating, ratings from Moody’s are used, followed by ratings from Fitch, followed by ratings from KBRA, followed by ratings from DBRS.