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Investments - Gross Unrealized Gains and Losses on AFS Securities (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost $ 2,038,469 $ 1,999,403
Credit Loss Allowance (400)  
Fair Value 2,002,420 2,040,682
Short-term Investments 19,229 43,873
Commercial levered loans (amortized cost) 13,725 14,069
Limited partnerships and limited liability companies (fair value) 65,011 66,660
Total investments 2,111,763 2,165,284
Fixed maturity securities    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 2,038,469 1,999,403
Credit Loss Allowance (416)  
Gross Unrealized Gains 34,992 48,403
Gross Unrealized Losses (70,625) (7,124)
Fair Value 2,002,420 2,040,682
Fixed maturity securities | U.S. Treasury securities    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 40,679 49,161
Gross Unrealized Gains 2,643 838
Gross Unrealized Losses   (14)
Fair Value 43,322 49,985
Fixed maturity securities | Government agency securities    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 27,998 6,522
Gross Unrealized Gains 591 23
Gross Unrealized Losses   (14)
Fair Value 28,589 6,531
Fixed maturity securities | Corporate debt securities    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 1,317,091 1,308,094
Credit Loss Allowance (293)  
Gross Unrealized Gains 22,167 33,743
Gross Unrealized Losses (37,278) (3,025)
Fair Value 1,301,687 1,338,812
Fixed maturity securities | Municipal debt obligations    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 103,271 80,338
Gross Unrealized Gains 813 243
Gross Unrealized Losses (3,443) (766)
Fair Value 100,641 79,815
Fixed maturity securities | ABS    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 49,205 73,068
Credit Loss Allowance (1)  
Gross Unrealized Gains 26 854
Gross Unrealized Losses (3,210) (340)
Fair Value 46,020 73,582
Fixed maturity securities | CLO    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 177,411 181,704
Credit Loss Allowance (6)  
Gross Unrealized Gains   125
Gross Unrealized Losses (19,842) (2,280)
Fair Value 157,563 179,549
Fixed maturity securities | CMBS    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 94,816 95,810
Gross Unrealized Gains 1,603 1,863
Gross Unrealized Losses (1,945) (147)
Fair Value 94,474 97,526
Fixed maturity securities | RMBS - non-agency    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 92,189 62,343
Credit Loss Allowance (116)  
Gross Unrealized Gains 3,411 9,458
Gross Unrealized Losses (4,851) (191)
Fair Value 90,633 71,610
Fixed maturity securities | RMBS - agency    
Gross unrealized gains and losses on fixed maturity securities included in assets    
Fixed maturity securities, available-for-sale, amortized cost 135,809 142,363
Gross Unrealized Gains 3,738 1,256
Gross Unrealized Losses (56) (347)
Fair Value $ 139,491 $ 143,272