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Accounting Policies - Narrative (Details) $ in Thousands	3 Months Ended
Accounting Policies - Narrative (Details) $ in Thousands	Mar. 31, 2020 USD ($) company	Mar. 31, 2019 USD ($)	Jan. 01, 2020 USD ($)	Dec. 31, 2019 USD ($)
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Pre-tax loss	$ 41,218	$ (25,491)
Income tax benefit	$ (4,403)	$ 2,763
Effective U.S. federal income tax expense rate		10.80%
UNITED STATES
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Number of insurance companies \| company	5
BERMUDA
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Number of insurance companies \| company	2
ASU 2019-05
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Bank loan participations			$ (8,400)
Cumulative effect of adoption of ASU			7,827
ASU 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect of adoption of ASU			265
Retained Earnings \| ASU 2019-05
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect of adoption of ASU			7,827
Retained Earnings \| ASU 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect of adoption of ASU			$ 265
VIE, not primary beneficiary
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Investment in variable interest entities	$ 31,300			$ 31,200