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Investments - Amortized Cost and Fair Values of Debt Securities (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Amortized cost    
Due in one year or less $ 421,097  
Due after one year through five years 1,774,678  
Due after five years through ten years 994,134  
Due after ten years 1,130,034  
Total debt securities with single maturity date, amortized cost 4,319,943  
Amortized Cost 5,375,382 $ 5,562,550
Fair Value    
Due in one year or less 421,290  
Due after one year through five years 1,782,206  
Due after five years through ten years 1,021,561  
Due after ten years 1,196,598  
Total debt securities with single maturity date, fair value 4,421,655  
Total at end of period 5,458,846 5,737,892
Asset backed securities (“ABS”)    
Amortized cost    
Total debt securities without single maturity date, amortized cost 210,930  
Amortized Cost 210,930 227,376
Fair Value    
Total debt securities without single maturity date, fair value 206,650  
Total at end of period 206,650 229,664
Residential mortgage backed securities (“RMBS”)    
Amortized cost    
Total debt securities without single maturity date, amortized cost 259,641  
Amortized Cost 259,641 271,384
Fair Value    
Total debt securities without single maturity date, fair value 264,915  
Total at end of period 264,915 268,586
Commercial mortgage backed securities (“CMBS”)    
Amortized cost    
Total debt securities without single maturity date, amortized cost 268,598  
Amortized Cost 268,598 274,234
Fair Value    
Total debt securities without single maturity date, fair value 268,587  
Total at end of period 268,587 278,986
Collateralized loan obligations (“CLOs”)    
Amortized cost    
Total debt securities without single maturity date, amortized cost 316,270  
Amortized Cost 316,270 327,076
Fair Value    
Total debt securities without single maturity date, fair value 297,039  
Total at end of period $ 297,039 $ 325,466