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Fair Value Measurements - Summary of Financial Instruments (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Assets    
Fixed maturity securities, available-for-sale $ 1,570,605 $ 1,433,626
Equity securities 71,394 80,735
Bank loan participations 202,888  
Bank loan participations   260,864
Cash and cash equivalents 291,223 206,912
Restricted cash equivalents 1,107,321 1,199,164
Liabilities    
Senior debt 277,300 158,300
Junior subordinated debt 104,055 104,055
Carrying Value    
Assets    
Fixed maturity securities, available-for-sale 1,570,605 1,433,626
Equity securities 71,394 80,735
Bank loan participations 202,888  
Bank loan participations   260,864
Cash and cash equivalents 291,223 206,912
Restricted cash equivalents 1,107,321 1,199,164
Short-term investments 71,058 156,925
Other invested assets – notes receivable 7,180 13,250
Liabilities    
Senior debt 277,300 158,300
Junior subordinated debt 104,055 104,055
Fair Value    
Assets    
Fixed maturity securities, available-for-sale 1,570,605 1,433,626
Equity securities 71,394 80,735
Bank loan participations 202,888  
Bank loan participations   252,423
Cash and cash equivalents 291,223 206,912
Restricted cash equivalents 1,107,321 1,199,164
Short-term investments 71,058 156,925
Other invested assets – notes receivable 11,458 18,756
Liabilities    
Senior debt 257,965 158,043
Junior subordinated debt $ 106,618 $ 122,193