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Fair Value Measurements - Summary of Financial Instruments (Details) - USD ($)
$ in Thousands
Sep. 30, 2020
Dec. 31, 2019
Assets    
Fixed maturity securities, available-for-sale $ 1,813,471 $ 1,433,626
Equity securities 79,896 80,735
Bank loan participations 131,198  
Bank loan participations   260,864
Cash and cash equivalents 139,969 206,912
Restricted cash equivalents 940,221 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 1,813,471 1,433,626
Equity securities 79,896 80,735
Bank loan participations 131,198  
Bank loan participations   260,864
Cash and cash equivalents 139,969 206,912
Restricted cash equivalents 940,221 1,199,164
Short-term investments 71,986 156,925
Other invested assets – notes receivable 4,500 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 1,813,471 1,433,626
Equity securities 79,896 80,735
Bank loan participations 131,198  
Bank loan participations   252,423
Cash and cash equivalents 139,969 206,912
Restricted cash equivalents 940,221 1,199,164
Short-term investments 71,986 156,925
Other invested assets – notes receivable 5,275 18,756
Liabilities    
Senior debt 204,601 158,043
Junior subordinated debt $ 106,203 $ 122,193