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Investments - Schedule of Securities in an Unrealized Loss Position Segregated by Type and Length of Time in an Unrealized Loss Position (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
U.S. government    
Fair value    
Less than 12 months $ 35,025 $ 2,942
Total Fair Value 35,025 2,942
Amortized Cost    
Amortized cost, less than 12 months 35,535 2,986
Total Cost or Amortized Cost 35,535 2,986
Unrealized Loss    
Less than 12 months (510) (44)
Total Unrealized Loss (510) (44)
U.S. Agency    
Fair value    
Less than 12 months 6,693 1,498
Total Fair Value 6,693 1,498
Amortized Cost    
Amortized cost, less than 12 months 7,028 1,515
Total Cost or Amortized Cost 7,028 1,515
Unrealized Loss    
Less than 12 months (335) (17)
Total Unrealized Loss (335) (17)
Non-U.S. government & agency    
Fair value    
Less than 12 months   4,346
12 months and greater 2,653  
Total Fair Value 2,653 4,346
Amortized Cost    
Amortized cost, less than 12 months   4,500
12 months and greater 3,000  
Total Cost or Amortized Cost 3,000 4,500
Unrealized Loss    
Less than 12 months   (154)
12 months and greater (347)  
Total Unrealized Loss (347) (154)
Agency MBS    
Fair value    
Less than 12 months 190,950 102,145
12 months and greater 59,572 62,669
Total Fair Value 250,522 164,814
Amortized Cost    
Amortized cost, less than 12 months 200,176 104,336
12 months and greater 66,038 65,429
Total Cost or Amortized Cost 266,214 169,765
Unrealized Loss    
Less than 12 months (9,226) (2,191)
12 months and greater (6,466) (2,760)
Total Unrealized Loss (15,692) (4,951)
ABS/CMBS/MBS    
Fair value    
Less than 12 months 218,189 150,997
12 months and greater 19,448 3,935
Total Fair Value 237,637 154,932
Amortized Cost    
Amortized cost, less than 12 months 230,803 153,235
12 months and greater 20,685 4,036
Total Cost or Amortized Cost 251,488 157,271
Unrealized Loss    
Less than 12 months (12,614) (2,238)
12 months and greater (1,237) (101)
Total Unrealized Loss (13,851) (2,339)
Corporate Debt    
Fair value    
Less than 12 months 460,342 217,791
12 months and greater 68,905 53,818
Total Fair Value 529,247 271,609
Amortized Cost    
Amortized cost, less than 12 months 485,129 221,010
12 months and greater 75,475 55,704
Total Cost or Amortized Cost 560,604 276,714
Unrealized Loss    
Less than 12 months (24,787) (3,219)
12 months and greater (6,570) (1,886)
Total Unrealized Loss (31,357) (5,105)
Municipal    
Fair value    
Less than 12 months 350,366 162,998
12 months and greater 32,880 15,037
Total Fair Value 383,246 178,035
Amortized Cost    
Amortized cost, less than 12 months 380,619 166,602
12 months and greater 38,521 15,714
Total Cost or Amortized Cost 419,140 182,316
Unrealized Loss    
Less than 12 months (30,253) (3,604)
12 months and greater (5,641) (677)
Total Unrealized Loss (35,894) (4,281)
Fixed Income Securities    
Fair value    
Less than 12 months 1,261,565 642,717
12 months and greater 183,458 135,459
Total Fair Value 1,445,023 778,176
Amortized Cost    
Amortized cost, less than 12 months 1,339,290 654,184
12 months and greater 203,719 140,883
Total Cost or Amortized Cost 1,543,009 795,067
Unrealized Loss    
Less than 12 months (77,725) (11,467)
12 months and greater (20,261) (5,424)
Total Unrealized Loss $ (97,986) $ (16,891)