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Investments - Schedule of Securities in an Unrealized Loss Position Segregated by Type and Length of Time in an Unrealized Loss Position (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Fair value    
Less than 12 months $ 1,852,501 $ 642,717
12 months and greater 470,782 135,459
Total Fair Value 2,323,283 778,176
Amortized Cost    
Amortized cost, less than 12 months 2,043,103 654,184
12 months and greater 581,888 140,883
Total Cost or Amortized Cost 2,624,991 795,067
Unrealized Loss    
Less than 12 months (190,602) (11,467)
12 months and greater (111,106) (5,424)
Total Unrealized Loss (301,708) (16,891)
U.S. government    
Fair value    
Less than 12 months 285,302 2,942
12 months and greater 5,315  
Total Fair Value 290,617 2,942
Amortized Cost    
Amortized cost, less than 12 months 293,829 2,986
12 months and greater 5,765  
Total Cost or Amortized Cost 299,594 2,986
Unrealized Loss    
Less than 12 months (8,527) (44)
12 months and greater (450)  
Total Unrealized Loss (8,977) (44)
U.S. Agency    
Fair value    
Less than 12 months 30,089 1,498
Total Fair Value 30,089 1,498
Amortized Cost    
Amortized cost, less than 12 months 32,211 1,515
Total Cost or Amortized Cost 32,211 1,515
Unrealized Loss    
Less than 12 months (2,122) (17)
Total Unrealized Loss (2,122) (17)
Non-U.S. government & agency    
Fair value    
Less than 12 months 3,594 4,346
12 months and greater 2,118  
Total Fair Value 5,712 4,346
Amortized Cost    
Amortized cost, less than 12 months 3,798 4,500
12 months and greater 3,000  
Total Cost or Amortized Cost 6,798 4,500
Unrealized Loss    
Less than 12 months (204) (154)
12 months and greater (882)  
Total Unrealized Loss (1,086) (154)
Agency MBS    
Fair value    
Less than 12 months 192,947 102,145
12 months and greater 112,457 62,669
Total Fair Value 305,404 164,814
Amortized Cost    
Amortized cost, less than 12 months 210,448 104,336
12 months and greater 138,528 65,429
Total Cost or Amortized Cost 348,976 169,765
Unrealized Loss    
Less than 12 months (17,501) (2,191)
12 months and greater (26,071) (2,760)
Total Unrealized Loss (43,572) (4,951)
ABS/CMBS/MBS    
Fair value    
Less than 12 months 148,272 150,997
12 months and greater 89,792 3,935
Total Fair Value 238,064 154,932
Amortized Cost    
Amortized cost, less than 12 months 165,163 153,235
12 months and greater 108,802 4,036
Total Cost or Amortized Cost 273,965 157,271
Unrealized Loss    
Less than 12 months (16,891) (2,238)
12 months and greater (19,010) (101)
Total Unrealized Loss (35,901) (2,339)
Corporate Debt    
Fair value    
Less than 12 months 773,433 217,791
12 months and greater 184,317 53,818
Total Fair Value 957,750 271,609
Amortized Cost    
Amortized cost, less than 12 months 844,169 221,010
12 months and greater 216,914 55,704
Total Cost or Amortized Cost 1,061,083 276,714
Unrealized Loss    
Less than 12 months (70,736) (3,219)
12 months and greater (32,597) (1,886)
Total Unrealized Loss (103,333) (5,105)
Municipal    
Fair value    
Less than 12 months 418,864 162,998
12 months and greater 76,783 15,037
Total Fair Value 495,647 178,035
Amortized Cost    
Amortized cost, less than 12 months 493,485 166,602
12 months and greater 108,879 15,714
Total Cost or Amortized Cost 602,364 182,316
Unrealized Loss    
Less than 12 months (74,621) (3,604)
12 months and greater (32,096) (677)
Total Unrealized Loss $ (106,717) $ (4,281)