Quantitative Information Regarding Significant Unobservable Inputs (Details) $ in Millions		Jun. 30, 2023 USD ($) Rate	Dec. 31, 2022 USD ($) Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity Securities | $		$ 27.8	$ 25.8
Fair Value, Inputs, Level 3 | Discounted Cash Flow | Embedded Derivative in Modified Coinsurance Arrangement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative in Modified Coinsurance Arrangement | $		$ (8.4)	$ (13.9)
Fair Value, Inputs, Level 3 | Discounted Cash Flow | Embedded Derivative in Modified Coinsurance Arrangement | Weighted Average | Spread of Swap Curve
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Embedded Derivative Liability, Measurement Input | Rate	[1]	0.004	0.006
Fair Value, Inputs, Level 3 | All Other Corporate Bonds | Market Approach
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
All Other Corporate Bonds - Private | $		$ 16.4	$ 15.3
Fair Value, Inputs, Level 3 | All Other Corporate Bonds | Market Approach | Minimum | Volatility of Credit
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
All Other Corporate Bonds - Private, Measurement Input | Rate		0.0475	0.0541	[2]
Fair Value, Inputs, Level 3 | All Other Corporate Bonds | Market Approach | Maximum | Volatility of Credit
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
All Other Corporate Bonds - Private, Measurement Input | Rate		0.0475	0.0541	[2]
Fair Value, Inputs, Level 3 | All Other Corporate Bonds | Market Approach | Weighted Average | Volatility of Credit
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
All Other Corporate Bonds - Private, Measurement Input | Rate		0.0475	0.0541	[2]
Fair Value, Inputs, Level 3 | Equity Securities | Market Approach
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Equity Securities | $		$ 17.5	$ 16.2

[1] Represents various actuarial assumptions required to derive the liability cash flows. Fair value of embedded derivative is most often driven by the change in the weighted average credit spread to the swap curve for the assets backing the hypothetical loan

[2] Represents basis point adjustments for credit-specific factors