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Investment securities - Fixed maturity investments (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Fixed maturity investments    
Cost or amortized cost $ 1,705.0 $ 1,656.6
Gross unrealized gains 37.5 18.7
Gross unrealized losses (42.0) (8.2)
Net foreign currency gains (losses) 31.6 13.9
Fair value $ 1,732.1 1,681.0
Weighted average duration of fixed income portfolio including short-term investments 1 year 6 months  
Weighted average duration of fixed income portfolio excluding short-term investments 2 years 3 months  
Cost or amortized cost    
Due in one year or less $ 106.2 85.0
Due after one year through five years 429.1 479.1
Due after five years through ten years 45.9 46.3
Due after ten years 25.2 25.1
Fair value    
Due in one year or less 112.9 88.4
Due after one year through five years 446.3 490.3
Due after five years through ten years 47.0 46.0
Due after ten years 28.8 24.6
Fixed maturity investments    
Fixed maturity investments    
Fair value 1,732.1 1,681.0
Fixed maturity investments | AAA    
Fixed maturity investments    
Fair value 588.4 559.8
Fixed maturity investments | AA    
Fixed maturity investments    
Fair value 786.8 724.3
Fixed maturity investments | A    
Fixed maturity investments    
Fair value 208.5 219.0
Fixed maturity investments | BBB    
Fixed maturity investments    
Fair value 88.0 95.8
Fixed maturity investments | Other    
Fixed maturity investments    
Fair value 60.4 82.1
Corporate debt securities    
Fixed maturity investments    
Cost or amortized cost 424.5 458.6
Gross unrealized gains 2.8 5.2
Gross unrealized losses (5.0) (1.2)
Net foreign currency gains (losses) 22.0 11.5
Fair value 444.3 474.1
Asset-backed securities    
Fixed maturity investments    
Cost or amortized cost 551.9 489.4
Gross unrealized gains 1.9 1.4
Gross unrealized losses (30.1) (3.9)
Net foreign currency gains (losses) 0.7 (0.1)
Fair value 524.4 486.8
Residential mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 443.5 426.2
Gross unrealized gains 23.1 10.5
Gross unrealized losses (1.2) (1.4)
Net foreign currency gains (losses) 6.5 3.6
Fair value 471.9 438.9
U.S. Government and government agency    
Fixed maturity investments    
Cost or amortized cost 119.9 111.5
Gross unrealized gains 6.8 0.7
Gross unrealized losses (0.1) (0.4)
Net foreign currency gains (losses) 1.6 (1.3)
Fair value 128.2 110.5
Commercial mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 97.4 88.5
Gross unrealized gains 1.6 0.9
Gross unrealized losses (5.0) (0.6)
Net foreign currency gains (losses) 0.3 0.2
Fair value 94.3 89.0
Non-U.S. government and government agency    
Fixed maturity investments    
Cost or amortized cost 60.4 63.7
Gross unrealized gains 0.4 0.0
Gross unrealized losses (0.4) (0.7)
Net foreign currency gains (losses) 0.4 0.0
Fair value 60.8 63.0
Preferred stocks    
Fixed maturity investments    
Cost or amortized cost 5.8 17.0
Gross unrealized gains 0.9 0.0
Gross unrealized losses (0.2) 0.0
Net foreign currency gains (losses) 0.0 0.0
Fair value 6.5 17.0
Cost or amortized cost    
Cost or amortized cost without single maturity date 5.8 17.0
Fair value    
Fair value without single maturity date 6.5 17.0
U.S. States, municipalities and political subdivision    
Fixed maturity investments    
Cost or amortized cost 1.6 1.7
Gross unrealized gains 0.0 0.0
Gross unrealized losses 0.0 0.0
Net foreign currency gains (losses) 0.1 0.0
Fair value 1.7 1.7
Mortgage-backed and asset-backed securities    
Cost or amortized cost    
Cost or amortized cost without single maturity date 1,092.8 1,004.1
Fair value    
Fair value without single maturity date 1,090.6 1,014.7
Subprime | Fixed maturity investments    
Fixed maturity investments    
Fair value 37.8 43.3
Subprime | Fixed maturity investments | AAA    
Fixed maturity investments    
Fair value 18.3 21.7
Subprime | Fixed maturity investments | AA    
Fixed maturity investments    
Fair value 17.2 18.4
Subprime | Fixed maturity investments | A    
Fixed maturity investments    
Fair value 2.2 3.1
Subprime | Fixed maturity investments | Other    
Fixed maturity investments    
Fair value $ 0.1 $ 0.1