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Investment securities - Fixed maturity investments (Details) - USD ($)
$ in Millions
9 Months Ended
Sep. 30, 2020
Dec. 31, 2019
Fixed maturity investments    
Cost or amortized cost $ 1,932.7 $ 1,656.6
Gross unrealized gains 48.1 18.7
Gross unrealized (losses) (16.0) (8.2)
Net foreign currency gains (losses) (5.9) 13.9
Fair value $ 1,958.9 1,681.0
Weighted average duration of fixed income portfolio including short-term investments 1 year 1 month 6 days  
Weighted average duration of fixed income portfolio excluding short-term investments 1 year 7 months 6 days  
Cost or amortized cost    
Due in one year or less $ 203.2 85.0
Due after one year through five years 406.7 479.1
Due after five years through ten years 41.0 46.3
Due after ten years 12.3 25.1
Fair value    
Due in one year or less 212.2 88.4
Due after one year through five years 404.4 490.3
Due after five years through ten years 41.7 46.0
Due after ten years 12.4 24.6
Fixed maturity investments    
Fixed maturity investments    
Fair value 1,958.9 1,681.0
Fixed maturity investments | AAA    
Fixed maturity investments    
Fair value 807.8 559.8
Fixed maturity investments | AA    
Fixed maturity investments    
Fair value 734.4 724.3
Fixed maturity investments | A    
Fixed maturity investments    
Fair value 213.7 219.0
Fixed maturity investments | BBB    
Fixed maturity investments    
Fair value 99.2 95.8
Fixed maturity investments | Other    
Fixed maturity investments    
Fair value 103.8 82.1
Corporate debt securities    
Fixed maturity investments    
Cost or amortized cost 471.4 458.6
Gross unrealized gains 10.0 5.2
Gross unrealized (losses) (0.8) (1.2)
Net foreign currency gains (losses) 1.3 11.5
Fair value 481.9 474.1
Asset-backed securities    
Fixed maturity investments    
Cost or amortized cost 740.0 489.4
Gross unrealized gains 8.4 1.4
Gross unrealized (losses) (12.4) (3.9)
Net foreign currency gains (losses) (4.4) (0.1)
Fair value 731.6 486.8
Residential mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 393.8 426.2
Gross unrealized gains 22.2 10.5
Gross unrealized (losses) (0.9) (1.4)
Net foreign currency gains (losses) 1.4 3.6
Fair value 416.5 438.9
U.S. Government and government agency    
Fixed maturity investments    
Cost or amortized cost 119.2 111.5
Gross unrealized gains 0.8 0.7
Gross unrealized (losses) 0.0 (0.4)
Net foreign currency gains (losses) (3.6) (1.3)
Fair value 116.4 110.5
Commercial mortgage-backed securities    
Fixed maturity investments    
Cost or amortized cost 120.8 88.5
Gross unrealized gains 3.1 0.9
Gross unrealized (losses) (1.7) (0.6)
Net foreign currency gains (losses) 0.0 0.2
Fair value 122.2 89.0
Non-U.S. government and government agency    
Fixed maturity investments    
Cost or amortized cost 71.4 63.7
Gross unrealized gains 0.4 0.0
Gross unrealized (losses) (0.1) (0.7)
Net foreign currency gains (losses) (0.6) 0.0
Fair value 71.1 63.0
Preferred stocks    
Fixed maturity investments    
Cost or amortized cost 14.9 17.0
Gross unrealized gains 3.1 0.0
Gross unrealized (losses) (0.1) 0.0
Net foreign currency gains (losses) 0.0 0.0
Fair value 17.9 17.0
Cost or amortized cost    
Cost or amortized cost without single maturity date 14.9 17.0
Fair value    
Fair value without single maturity date 17.9 17.0
U.S. States, municipalities and political subdivision    
Fixed maturity investments    
Cost or amortized cost 1.2 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 1.3 1.7
Mortgage-backed and asset-backed securities    
Cost or amortized cost    
Cost or amortized cost without single maturity date 1,254.6 1,004.1
Fair value    
Fair value without single maturity date 1,270.3 1,014.7
Subprime | Fixed maturity investments    
Fixed maturity investments    
Fair value 43.8 43.3
Subprime | Fixed maturity investments | AAA    
Fixed maturity investments    
Fair value 21.5 21.7
Subprime | Fixed maturity investments | AA    
Fixed maturity investments    
Fair value 18.7 18.4
Subprime | Fixed maturity investments | A    
Fixed maturity investments    
Fair value 3.5 3.1
Subprime | Fixed maturity investments | Other    
Fixed maturity investments    
Fair value $ 0.1 $ 0.1