Fair Value Measurements - Summary of the Carrying Value and Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Assets
Fixed maturity securities, available-for-sale	$ 1,433,626	$ 1,184,202
Equity securities	80,735	78,385
Bank loan participations held-for-investment	260,864	260,972
Cash and cash equivalents	206,912	172,457
Restricted cash equivalents	1,199,164	0
Short-term investments	156,925	81,966
Liabilities
Senior debt	158,300	118,300
Carrying Value
Assets
Fixed maturity securities, available-for-sale	1,433,626	1,184,202
Equity securities	80,735	78,385
Bank loan participations held-for-investment	260,864	260,972
Cash and cash equivalents	206,912	172,457
Restricted cash equivalents	1,199,164	0
Short-term investments	156,925	81,966
Other invested assets – notes receivable	13,250	13,250
Liabilities
Senior debt	158,300	118,300
Junior subordinated debt	104,055	104,055
Fair Value
Assets
Fixed maturity securities, available-for-sale	1,433,626	1,184,202
Equity securities	80,735	78,385
Bank loan participations held-for-investment	252,423	250,697
Cash and cash equivalents	206,912	172,457
Restricted cash equivalents	1,199,164	0
Short-term investments	156,925	81,966
Other invested assets – notes receivable	18,756	18,687
Liabilities
Senior debt	158,043	118,317
Junior subordinated debt	$ 122,193	$ 117,057