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Fair Value Measurements - Assets Measured at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2018
Dec. 31, 2018
Sep. 30, 2019
Major categories of assets measured at fair value on a recurring basis      
Investments in limited partnership and limited liability companies   $ 53,432 $ 65,322
Transfers from level 1 to level 2   0 0
Transfer from level 2 to level 3   126,500  
Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   1,693,382 2,025,955
Total assets at fair value   1,746,814 2,091,277
Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   1,566,885 1,896,369
Level 3 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   126,497 129,586
U.S. Treasury securities | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   90,328 73,351
U.S. Treasury securities | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   90,328 73,351
Government agency securities | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities     4,846
Government agency securities | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities     4,846
Corporate debt securities      
Major categories of assets measured at fair value on a recurring basis      
Transfer from level 2 to level 3 $ 119,004    
Corporate debt securities | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   1,192,430 1,375,782
Corporate debt securities | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   1,065,933 1,246,196
Corporate debt securities | Level 3 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   126,497 129,586
Municipal debt obligations | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   6,085 14,756
Municipal debt obligations | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   6,085 14,756
ABS | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   83,581 85,216
ABS | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   83,581 85,216
CLO | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   156,913 179,744
CLO | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   156,913 179,744
CMBS | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   53,843 70,360
CMBS | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   53,843 70,360
RMBS - non-agency | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   79,551 74,314
RMBS - non-agency | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   79,551 74,314
RMBS - agency | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   30,651 147,586
RMBS - agency | Level 2 | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Total fixed income securities   30,651 147,586
Carrying Value | Recurring      
Major categories of assets measured at fair value on a recurring basis      
Investments in limited partnership and limited liability companies   $ 53,432 $ 65,322