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Derivative Financial Instruments - Credit Derivatives Sold (Details) - Single name credit default swaps - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Credit derivatives sold disclosures    
Notional amount $ 210.0 $ 150.0
Fair value 4.0 2.6
Maximum future payments $ 210.0 $ 150.0
Weighted average expected life 3 years 4 months 24 days 3 years 1 month 6 days
Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 30.0 $ 20.0
Fair value 0.4 0.4
Maximum future payments $ 30.0 $ 20.0
Weighted average expected life 3 years 8 months 12 days 3 years 6 months
Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 160.0 $ 110.0
Fair value 3.2 1.7
Maximum future payments $ 160.0 $ 110.0
Weighted average expected life 3 years 4 months 24 days 3 years
Sovereign | 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 2 months 12 days 3 years 6 months