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Derivative Financial Instruments - Credit Derivatives Sold (Details) - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Credit default swaps    
Credit derivatives sold disclosures    
Notional amount $ 170.0 $ 90.0
Fair value 2.2 0.5
Maximum future payments $ 170.0 $ 90.0
Weighted average expected life 4 years 3 months 18 days 2 years 4 months 24 days
Single name credit default swaps | Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 20.0 $ 5.0
Fair value 0.4  
Maximum future payments $ 20.0 $ 5.0
Weighted average expected life 5 years 6 months
Single name credit default swaps | Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 115.0 $ 70.0
Fair value 1.4 0.2
Maximum future payments $ 115.0 $ 70.0
Weighted average expected life 4 years 4 months 24 days 2 years 7 months 6 days
Single name credit default swaps | Sovereign | A    
Credit derivatives sold disclosures    
Notional amount $ 20.0  
Fair value 0.3  
Maximum future payments $ 20.0  
Weighted average expected life 5 years  
Single name credit default swaps | Sovereign | BBB    
Credit derivatives sold disclosures    
Notional amount $ 15.0 $ 15.0
Fair value 0.1 0.3
Maximum future payments $ 15.0 $ 15.0
Weighted average expected life 1 year 6 months 2 years