Fair Value of Financial Instruments - Financial Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019	Mar. 31, 2019	Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	$ 15,247	$ 22,195
Total equity investments	1,825	2,421
Limited liability investments, at fair value	30,986	29,078
Real estate investments	10,662	10,662
Other investments	841	1,009
Short-term investments	156	155
Total assets	59,717	65,520
Subordinated debt, at fair value	40,387	54,655
Warrant liability	216	249
Total liabilities	40,603	54,904
U.S. government, government agencies and authorities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	5,629	13,316
States, municipalities and political subdivisions
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	603	600
Mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	4,054	2,939
Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	4,961	5,340
Common Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	1,817	2,406
Warrants
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	8	15
Quoted Prices in Active Markets for Identical Assets (Level 1)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Total equity investments	1,820	2,411
Limited liability investments, at fair value	0	0
Real estate investments	0	0
Other investments	0	0
Short-term investments	0	0
Total assets	1,820	2,411
Subordinated debt, at fair value	0	0
Warrant liability	0	0
Total liabilities	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. government, government agencies and authorities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | States, municipalities and political subdivisions
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Common Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	1,817	2,406
Quoted Prices in Active Markets for Identical Assets (Level 1) | Warrants
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	3	5
Significant Other Observable Inputs (Level 2)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	15,247	22,195
Total equity investments	5	10
Limited liability investments, at fair value	0	0
Real estate investments	0	0
Other investments	841	1,009
Short-term investments	156	155
Total assets	16,249	23,369
Subordinated debt, at fair value	40,387	54,655
Warrant liability	0	0
Total liabilities	40,387	54,655
Significant Other Observable Inputs (Level 2) | U.S. government, government agencies and authorities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	5,629	13,316
Significant Other Observable Inputs (Level 2) | States, municipalities and political subdivisions
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	603	600
Significant Other Observable Inputs (Level 2) | Mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	4,054	2,939
Significant Other Observable Inputs (Level 2) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	4,961	5,340
Significant Other Observable Inputs (Level 2) | Common Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	0	0
Significant Other Observable Inputs (Level 2) | Warrants
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	5	10
Significant Unobservable Inputs (Level 3)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Total equity investments	0	0
Limited liability investments, at fair value	4,413	4,392	$ 4,060	$ 4,124
Real estate investments	10,662	10,662	10,662	10,662
Other investments	0	0
Short-term investments	0	0
Total assets	15,075	15,054	14,722
Subordinated debt, at fair value	0	0
Warrant liability	216	249	$ 317	$ 0
Total liabilities	216	249
Significant Unobservable Inputs (Level 3) | U.S. government, government agencies and authorities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Significant Unobservable Inputs (Level 3) | States, municipalities and political subdivisions
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Significant Unobservable Inputs (Level 3) | Mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Significant Unobservable Inputs (Level 3) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Significant Unobservable Inputs (Level 3) | Common Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	0	0
Significant Unobservable Inputs (Level 3) | Warrants
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	0	0
Measured at Net Asset Value
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Total equity investments	0	0
Limited liability investments, at fair value	26,573	24,686
Real estate investments	0	0
Other investments	0	0
Short-term investments	0	0
Total assets	26,573	24,686
Subordinated debt, at fair value	0	0
Warrant liability	0	0
Total liabilities	0	0
Measured at Net Asset Value | U.S. government, government agencies and authorities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Measured at Net Asset Value | States, municipalities and political subdivisions
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Measured at Net Asset Value | Mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Measured at Net Asset Value | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities	0	0
Measured at Net Asset Value | Common Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	0	0
Measured at Net Asset Value | Warrants
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments	$ 0	$ 0