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Derivative Financial Instruments - Credit Derivatives Sold (Details) - Single name credit default swaps - USD ($)
$ in Millions
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Credit derivatives sold disclosures    
Notional amount $ 165.0 $ 170.0
Fair value 2.9 3.3
Maximum future payments $ 165.0 $ 170.0
Weighted average expected life 3 years 1 month 6 days 3 years 9 months 18 days
Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 20.0 $ 20.0
Fair value 0.4 0.5
Maximum future payments $ 20.0 $ 20.0
Weighted average expected life 3 years 8 months 12 days 4 years 6 months
Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 110.0 $ 115.0
Fair value 2.0 2.1
Maximum future payments $ 110.0 $ 115.0
Weighted average expected life 3 years 3 months 18 days 3 years 10 months 24 days
Sovereign | A    
Credit derivatives sold disclosures    
Notional amount $ 20.0 $ 20.0
Fair value 0.5 0.6
Maximum future payments $ 20.0 $ 20.0
Weighted average expected life 3 years 8 months 12 days 4 years 6 months
Sovereign | BBB    
Credit derivatives sold disclosures    
Notional amount $ 15.0 $ 15.0
Fair value   0.1
Maximum future payments $ 15.0 $ 15.0
Weighted average expected life 2 months 12 days 1 year