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Fair Value Measurements - Assets Measured at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Major categories of assets measured at fair value on a recurring basis    
Limited partnerships and limited liability companies (fair value) $ 65,011 $ 66,660
Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 2,013,798 2,040,682
Total assets at fair value 2,078,809 2,107,342
Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 1,861,380 1,891,051
Level 3 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 152,418 149,631
Fixed maturity securities | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 2,002,420  
Fixed maturity securities | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 1,850,002  
Fixed maturity securities | Level 3 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 152,418  
Fixed maturity securities | U.S. Treasury securities | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 43,322 49,985
Fixed maturity securities | U.S. Treasury securities | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 43,322 49,985
Fixed maturity securities | Corporate debt securities | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 1,301,687 1,338,812
Fixed maturity securities | Corporate debt securities | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 1,149,269 1,189,181
Fixed maturity securities | Corporate debt securities | Level 3 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 152,418 149,631
Fixed maturity securities | Government agency securities | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 28,589 6,531
Fixed maturity securities | Government agency securities | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 28,589 6,531
Fixed maturity securities | Municipal debt obligations | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 100,641 79,815
Fixed maturity securities | Municipal debt obligations | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 100,641 79,815
Fixed maturity securities | ABS | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 46,020 73,582
Fixed maturity securities | ABS | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 46,020 73,582
Fixed maturity securities | CLO | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 157,563 179,549
Fixed maturity securities | CLO | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 157,563 179,549
Fixed maturity securities | CMBS | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 94,474 97,526
Fixed maturity securities | CMBS | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 94,474 97,526
Fixed maturity securities | RMBS - non-agency | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 90,633 71,610
Fixed maturity securities | RMBS - non-agency | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 90,633 71,610
Fixed maturity securities | RMBS - agency | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 139,491 143,272
Fixed maturity securities | RMBS - agency | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 139,491 143,272
Non-redeemable preferred stock securities | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 11,378  
Non-redeemable preferred stock securities | Level 2 | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Total fixed maturity securities 11,378  
Carrying Value | Recurring    
Major categories of assets measured at fair value on a recurring basis    
Limited partnerships and limited liability companies (fair value) $ 65,011 $ 66,660