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Fair Value Measurements - Assets and Liabilities Not Measured at Fair Value (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Carrying Value    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Other invested assets $ 3,100 $ 3,100
FHLB Advance 155,000 155,000
5.75% Senior Notes 421,155 420,867
9% Convertible Junior Subordinated Debentures 256,872 256,872
Total financial liabilities 833,027 832,739
Fair Value | Significant Other Observable Inputs (Level 2)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Other invested assets 3,100 3,100
FHLB Advance 161,575 156,422
5.75% Senior Notes 395,025 471,827
9% Convertible Junior Subordinated Debentures 334,252 346,289
Total financial liabilities $ 890,852 $ 974,538
Senior Notes | 5.75% Senior Notes Due 2023    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Stated interest rate 5.75%  
9% Convertible Junior Subordinated Debentures    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Stated interest rate 9.00%