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Quantitative Information Regarding Significant Unobservable Inputs (Details)
$ in Millions
Sep. 30, 2024
USD ($)
Dec. 31, 2023
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Equity Securities $ 21.8 $ 31.9
Fixed Maturity Securities 37,783.5 36,833.9
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 $ 4.6 $ (1.5)
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 [1] (0.00031) 0.002
Fair Value, Inputs, Level 3 | Equity Securities | Market Approach    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Equity Securities $ 21.7 $ 21.6
Fair Value, Inputs, Level 3 | Corporate Debt Securities - Private | Market Approach    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fixed Maturity Securities $ 16.3 $ 15.9
Fair Value, Inputs, Level 3 | Corporate Debt Securities - Private | Market Approach | Minimum | Volatility of Credit    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
All Other Corporate Bonds - Private, Measurement Input [2] 0.0500 0.0500
Fair Value, Inputs, Level 3 | Corporate Debt Securities - Private | Market Approach | Maximum | Volatility of Credit    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
All Other Corporate Bonds - Private, Measurement Input [2] 0.0500 0.0500
Fair Value, Inputs, Level 3 | Corporate Debt Securities - Private | Market Approach | Weighted Average | Volatility of Credit    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
All Other Corporate Bonds - Private, Measurement Input [2] 0.0500 0.0500
[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