Fair Value of Financial Instruments - Financial Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Mar. 31, 2021	Dec. 31, 2020	Mar. 31, 2020	Dec. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		$ 19,864	$ 20,716
Total equity investments		270	444
Limited liability investments, at fair value		19,654	32,811
Real estate investments		10,662	10,662
Other investments		299	294
Short-term investments		157	157
Total assets		50,906	65,084
Subordinated debt, at fair value		53,668	50,928
Total liabilities		54,512	51,371
Deferred Compensation Share-based Arrangements, Liability, Current and Noncurrent		844	443
U.S. government, government agencies and authorities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		10,624	10,104
States, municipalities and political subdivisions
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		1,302	1,454
Mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		4,753	5,394
Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		3,185	3,764
Common Stock
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments		186	155
Warrants
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total equity investments		84	289
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		186	172
Limited liability investments, at fair value		0	0
Real estate investments		0	0
Other investments		0	0
Short-term investments		0	0
Total assets		186	172
Subordinated debt, at fair value		0	0
Total liabilities		0	0
Deferred Compensation Share-based Arrangements, Liability, Current and Noncurrent			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		186	155
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		0	17
Significant Other Observable Inputs (Level 2)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		19,864	20,716
Total equity investments		84	272
Limited liability investments, at fair value		0	0
Real estate investments		0	0
Other investments		299	294
Short-term investments		157	157
Total assets		20,404	21,439
Subordinated debt, at fair value		53,668	50,928
Total liabilities		53,668	50,928
Deferred Compensation Share-based Arrangements, Liability, Current and Noncurrent			0
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		10,624	10,104
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		1,302	1,454
Significant Other Observable Inputs (Level 2) | Mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		4,753	5,394
Significant Other Observable Inputs (Level 2) | Corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Total fixed maturities		3,185	3,764
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		84	272
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		3,374	3,263	$ 4,413	$ 4,392
Real estate investments		10,662	10,662	10,662	$ 10,662
Other investments		0	0
Short-term investments		0	0
Total assets		14,036	13,925	$ 15,075
Subordinated debt, at fair value		0	0
Total liabilities		844	443
Deferred Compensation Share-based Arrangements, Liability, Current and Noncurrent		844	443
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		16,280	29,548
Real estate investments		0	0
Other investments		0	0
Short-term investments		0	0
Total assets		16,280	29,548
Subordinated debt, at fair value		0	0
Total liabilities		0	0
Deferred Compensation Share-based Arrangements, Liability, Current and Noncurrent			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