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Investment securities - Fixed maturity investments (Details) - Fixed maturity investments - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Fixed maturity investments    
Cost or amortized cost $ 1,656.6 $ 1,952.9
Gross unrealized gains 18.7 4.3
Gross unrealized losses (8.2) (28.4)
Net foreign currency gains (losses) 13.9 20.4
Fair value $ 1,681.0 1,949.2
Weighted average duration of fixed income portfolio including short-term investments 1 year 7 months  
Weighted average duration of fixed income portfolio excluding short-term investments 2 years 6 months  
Cost or amortized cost    
Cost or amortized cost due in one year or less $ 85.0 249.6
Cost or amortized cost due after one year through five years 479.1 635.6
Cost or amortized cost due after five years through ten years 46.3 26.2
Cost or amortized cost due after ten years 25.1 0.1
Fair Value    
Fair value due in one year or less 88.4 254.6
Fair value due after one year through five years 490.3 636.4
Fair value due after five years through ten years 46.0 25.7
Fair value due after ten years 24.6 0.1
AAA    
Fixed maturity investments    
Fair value 559.8 602.0
AA    
Fixed maturity investments    
Fair value 724.3 818.0
A    
Fixed maturity investments    
Fair value 219.0 290.5
BBB    
Fixed maturity investments    
Fair value 95.8 167.4
Other    
Fixed maturity investments    
Fair value 82.1 71.3
Asset-backed securities    
Fixed maturity investments    
Cost or amortized cost 489.4 496.3
Gross unrealized gains 1.4 0.1
Gross unrealized losses (3.9) (3.8)
Net foreign currency gains (losses) (0.1) 1.9
Fair value 486.8 494.5
Corporate debt securities    
Fixed maturity investments    
Cost or amortized cost 458.6 694.1
Gross unrealized gains 5.2 1.4
Gross unrealized losses (1.2) (7.3)
Net foreign currency gains (losses) 11.5 7.6
Fair value 474.1 695.8
Residential mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 426.2 413.0
Gross unrealized gains 10.5 1.7
Gross unrealized losses (1.4) (7.1)
Net foreign currency gains (losses) 3.6 5.9
Fair value 438.9 413.5
U.S. government and government agency    
Fixed maturity investments    
Cost or amortized cost 111.5 163.9
Gross unrealized gains 0.7 0.3
Gross unrealized losses (0.4) (0.5)
Net foreign currency gains (losses) (1.3) 4.2
Fair value 110.5 167.9
Commercial mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 88.5 117.7
Gross unrealized gains 0.9 0.2
Gross unrealized losses (0.6) (2.7)
Net foreign currency gains (losses) 0.2 0.7
Fair value 89.0 115.9
Non-U.S. government and government agency    
Fixed maturity investments    
Cost or amortized cost 63.7 50.6
Gross unrealized gains 0.0 0.0
Gross unrealized losses (0.7) (0.2)
Net foreign currency gains (losses) 0.0 (0.1)
Fair value 63.0 50.3
Preferred stocks    
Fixed maturity investments    
Cost or amortized cost 17.0 14.5
Gross unrealized gains 0.0 0.6
Gross unrealized losses 0.0 (6.8)
Net foreign currency gains (losses) 0.0 0.2
Fair value 17.0 8.5
Cost or amortized cost    
Cost or amortized cost without single maturity date 17.0 14.5
Fair Value    
Fair value without single maturity date 17.0 8.5
U.S. States, municipalities and political subdivision    
Fixed maturity investments    
Cost or amortized cost 1.7 2.8
Gross unrealized gains 0.0 0.0
Gross unrealized losses 0.0 0.0
Net foreign currency gains (losses) 0.0 0.0
Fair value 1.7 2.8
Mortgage-backed and asset-backed securities    
Cost or amortized cost    
Cost or amortized cost without single maturity date 1,004.1 1,026.9
Fair Value    
Fair value without single maturity date 1,014.7 1,023.9
Sub-prime securities    
Fixed maturity investments    
Fair value 43.3 42.6
Sub-prime securities | AAA    
Fixed maturity investments    
Fair value 21.7 17.1
Sub-prime securities | AA    
Fixed maturity investments    
Fair value 18.4 9.8
Sub-prime securities | A    
Fixed maturity investments    
Fair value 3.1 6.0
Sub-prime securities | BBB    
Fixed maturity investments    
Fair value   4.7
Sub-prime securities | Other    
Fixed maturity investments    
Fair value $ 0.1 $ 5.0