Derivatives (Tables)

3 Months Ended

Mar. 31, 2024

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location

The following table presents the derivative instruments, primary underlying risk exposure, gross notional amount, and estimated fair value of the Company’s derivatives:

		March 31, 2024						December 31, 2023
(Dollars in Millions)				Estimated Fair Value						Estimated Fair Value
Derivative Instrument	Primary Underlying Risk Exposure	Gross Notional Amount		Assets		Liabilities		Gross Notional Amount		Assets		Liabilities
Derivatives Designated as Hedging Instruments:
Treasury Futures	Interest Rate Risk	$	74.9	$	1.2	$	—	$	—	$	—	$	—
Derivatives Not Designated or Not Qualifying as Hedging Instruments:
Treasury Futures	Interest Rate Risk	$	—	$	—	$	—	$	149.7	$	14.7	$	—

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)

The below table reflects the amounts of Gains (Losses) deferred into AOCI, net changes in amounts in AOCI associated with current hedging transactions, amounts subsequently reclassified into Net Income (Loss) through Net Realized Investment Gains (Losses) for derivatives qualifying as cash flow hedges for the three months ended March 31, 2024 and 2023.

	Three Months Ended
(Dollars in Millions)	Mar 31, 2024		Mar 31, 2023
Beginning of Year	$	—	$	(0.4)
Gains (Losses) Deferred in AOCI	1.5		(0.4)
Net Change in AOCI with Current Period Hedging Transactions	(1.3)		—
Gains (Losses) Reclassified into Income	—		(0.5)
Net Comprehensive Gains (Losses) from Cash Flow Hedges	$	0.2	$	(1.3)