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Investments - Unrealized Loss Position (Details)
$ in Thousands
Mar. 31, 2020
USD ($)
security
Dec. 31, 2019
USD ($)
security
Unrealized Losses    
Fixed maturity securities, unrealized loss position | security 500 313
Credit loss allowance for fixed maturity securities $ 400  
Fixed maturity securities    
Fair Value    
Less Than 12 Months 733,694 $ 290,187
Greater Than 12 Months 210,805 200,992
Total Fair Value 944,499 491,179
Unrealized Losses    
Less Than 12 Months (46,972) (3,930)
Greater Than 12 Months (23,653) (3,194)
Total Unrealized Losses (70,625) (7,124)
Credit loss allowance for fixed maturity securities 416  
Fixed maturity securities | U.S. Treasury securities    
Fair Value    
Greater Than 12 Months   7,469
Total Fair Value   7,469
Unrealized Losses    
Greater Than 12 Months   (14)
Total Unrealized Losses   (14)
Fixed maturity securities | Government agency securities    
Fair Value    
Less Than 12 Months   3,192
Total Fair Value   3,192
Unrealized Losses    
Less Than 12 Months   (14)
Total Unrealized Losses   (14)
Fixed maturity securities | Corporate debt securities    
Fair Value    
Less Than 12 Months 495,656 133,341
Greater Than 12 Months 83,577 50,695
Total Fair Value 579,233 184,036
Unrealized Losses    
Less Than 12 Months (31,005) (2,509)
Greater Than 12 Months (6,273) (516)
Total Unrealized Losses (37,278) (3,025)
Credit loss allowance for fixed maturity securities 293  
Fixed maturity securities | Municipal debt obligations    
Fair Value    
Less Than 12 Months 66,579 66,355
Greater Than 12 Months 5,584  
Total Fair Value 72,163 66,355
Unrealized Losses    
Less Than 12 Months (3,278) (766)
Greater Than 12 Months (165)  
Total Unrealized Losses (3,443) (766)
Fixed maturity securities | ABS    
Fair Value    
Less Than 12 Months 33,474 27,884
Greater Than 12 Months 8,425 11,165
Total Fair Value 41,899 39,049
Unrealized Losses    
Less Than 12 Months (2,604) (175)
Greater Than 12 Months (606) (165)
Total Unrealized Losses (3,210) (340)
Credit loss allowance for fixed maturity securities 1  
Fixed maturity securities | CLO    
Fair Value    
Less Than 12 Months 59,491 28,485
Greater Than 12 Months 98,072 110,825
Total Fair Value 157,563 139,310
Unrealized Losses    
Less Than 12 Months (5,053) (338)
Greater Than 12 Months (14,789) (1,942)
Total Unrealized Losses (19,842) (2,280)
Credit loss allowance for fixed maturity securities 6  
Fixed maturity securities | CMBS    
Fair Value    
Less Than 12 Months 26,478 18,307
Greater Than 12 Months 3,031 6,053
Total Fair Value 29,509 24,360
Unrealized Losses    
Less Than 12 Months (1,935) (102)
Greater Than 12 Months (10) (45)
Total Unrealized Losses (1,945) (147)
Fixed maturity securities | RMBS - non-agency    
Fair Value    
Less Than 12 Months 45,431 2,173
Greater Than 12 Months 12,115 2,418
Total Fair Value 57,546 4,591
Unrealized Losses    
Less Than 12 Months (3,042) (14)
Greater Than 12 Months (1,809) (177)
Total Unrealized Losses (4,851) (191)
Credit loss allowance for fixed maturity securities 116  
Fixed maturity securities | RMBS - agency    
Fair Value    
Less Than 12 Months 6,585 10,450
Greater Than 12 Months 1 12,367
Total Fair Value 6,586 22,817
Unrealized Losses    
Less Than 12 Months (55) (12)
Greater Than 12 Months (1) (335)
Total Unrealized Losses $ (56) $ (347)