Fair Value Measurements - Summary of Financial Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Assets
Fixed maturity securities, available-for-sale	$ 1,747,404	$ 1,433,626
Equity securities	78,045	80,735
Bank loan participations	127,698
Bank loan participations		260,864
Cash and cash equivalents	204,309	206,912
Restricted cash equivalents	1,020,856	1,199,164
Liabilities
Senior debt	217,300	158,300
Junior subordinated debt	104,055	104,055
Carrying Value
Assets
Fixed maturity securities, available-for-sale	1,747,404	1,433,626
Equity securities	78,045	80,735
Bank loan participations	127,698
Bank loan participations		260,864
Cash and cash equivalents	204,309	206,912
Restricted cash equivalents	1,020,856	1,199,164
Short-term investments	96,265	156,925
Other invested assets – notes receivable	7,180	13,250
Liabilities
Senior debt	217,300	158,300
Junior subordinated debt	104,055	104,055
Fair Value
Assets
Fixed maturity securities, available-for-sale	1,747,404	1,433,626
Equity securities	78,045	80,735
Bank loan participations	127,698
Bank loan participations		252,423
Cash and cash equivalents	204,309	206,912
Restricted cash equivalents	1,020,856	1,199,164
Short-term investments	96,265	156,925
Other invested assets – notes receivable	11,616	18,756
Liabilities
Senior debt	204,145	158,043
Junior subordinated debt	$ 105,166	$ 122,193