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Investment securities - Fixed maturity investments (Details) - USD ($)
$ in Millions
6 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Fixed maturity investments    
Cost or amortized cost $ 1,877.7 $ 1,656.6
Gross unrealized gains 43.7 18.7
Gross unrealized (losses) (23.0) (8.2)
Net foreign currency gains (losses) 6.3 13.9
Fair value $ 1,904.7 1,681.0
Weighted average duration of fixed income portfolio including short-term investments 1 year  
Weighted average duration of fixed income portfolio excluding short-term investments 1 year 6 months  
Cost or amortized cost    
Due in one year or less $ 127.3 85.0
Due after one year through five years 446.3 479.1
Due after five years through ten years 43.9 46.3
Due after ten years 8.2 25.1
Fair value    
Due in one year or less 131.4 88.4
Due after one year through five years 456.2 490.3
Due after five years through ten years 44.3 46.0
Due after ten years 8.1 24.6
Fixed maturity investments    
Fixed maturity investments    
Fair value 1,904.7 1,681.0
Fixed maturity investments | AAA    
Fixed maturity investments    
Fair value 785.6 559.8
Fixed maturity investments | AA    
Fixed maturity investments    
Fair value 716.8 724.3
Fixed maturity investments | A    
Fixed maturity investments    
Fair value 217.4 219.0
Fixed maturity investments | BBB    
Fixed maturity investments    
Fair value 102.5 95.8
Fixed maturity investments | Other    
Fixed maturity investments    
Fair value 82.4 82.1
Corporate debt securities    
Fixed maturity investments    
Cost or amortized cost 468.2 458.6
Gross unrealized gains 9.8 5.2
Gross unrealized (losses) (0.8) (1.2)
Net foreign currency gains (losses) 6.5 11.5
Fair value 483.7 474.1
Asset-backed securities    
Fixed maturity investments    
Cost or amortized cost 737.4 489.4
Gross unrealized gains 5.2 1.4
Gross unrealized (losses) (18.5) (3.9)
Net foreign currency gains (losses) (0.9) (0.1)
Fair value 723.2 486.8
Residential mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 403.6 426.2
Gross unrealized gains 22.3 10.5
Gross unrealized (losses) (0.8) (1.4)
Net foreign currency gains (losses) 3.1 3.6
Fair value 428.2 438.9
U.S. Government and government agency    
Fixed maturity investments    
Cost or amortized cost 105.5 111.5
Gross unrealized gains 1.2 0.7
Gross unrealized (losses) (0.1) (0.4)
Net foreign currency gains (losses) (2.1) (1.3)
Fair value 104.5 110.5
Commercial mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 96.2 88.5
Gross unrealized gains 2.5 0.9
Gross unrealized (losses) (2.3) (0.6)
Net foreign currency gains (losses) 0.1 0.2
Fair value 96.5 89.0
Non-U.S. government and government agency    
Fixed maturity investments    
Cost or amortized cost 50.4 63.7
Gross unrealized gains 0.3 0.0
Gross unrealized (losses) (0.2) (0.7)
Net foreign currency gains (losses) (0.4) 0.0
Fair value 50.1 63.0
Preferred stocks    
Fixed maturity investments    
Cost or amortized cost 14.8 17.0
Gross unrealized gains 2.3 0.0
Gross unrealized (losses) (0.3) 0.0
Net foreign currency gains (losses) 0.0 0.0
Fair value 16.8 17.0
Cost or amortized cost    
Cost or amortized cost without single maturity date 14.8 17.0
Fair value    
Fair value without single maturity date 16.8 17.0
U.S. States, municipalities and political subdivision    
Fixed maturity investments    
Cost or amortized cost 1.6 1.7
Gross unrealized gains 0.1 0.0
Gross unrealized (losses) 0.0 0.0
Net foreign currency gains (losses) 0.0 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 1,237.2 1,004.1
Fair value    
Fair value without single maturity date 1,247.9 1,014.7
Subprime | Fixed maturity investments    
Fixed maturity investments    
Fair value 41.2 43.3
Subprime | Fixed maturity investments | AAA    
Fixed maturity investments    
Fair value 21.8 21.7
Subprime | Fixed maturity investments | AA    
Fixed maturity investments    
Fair value 16.1 18.4
Subprime | Fixed maturity investments | A    
Fixed maturity investments    
Fair value 3.2 3.1
Subprime | Fixed maturity investments | Other    
Fixed maturity investments    
Fair value $ 0.1 $ 0.1