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Derivative Instruments - Funds Withheld Provision (Details) - USD ($)
3 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Amounts recoverable from reinsurers $ 51,200,947 $ 30,579,524
Funds With held Provision Agreement    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Book value of assets 115,619,863  
Market value of assets 92,380,944  
Total return swap value 23,238,919  
Amounts recoverable from reinsurers 23,238,919  
Funds With held Provision Agreement | Ironbound Reinsurance Company Limited    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Book value of assets 97,863,315  
Market value of assets 78,198,346  
Total return swap value 19,664,969  
Funds With held Provision Agreement | SDA    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Book value of assets 17,756,548  
Market value of assets 14,182,598  
Total return swap value $ 3,573,950