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Derivative Instruments and Hedging Activities (Tables) | 9 Months Ended
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Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location | The following table presents the derivative instruments, primary underlying risk exposure, gross notional amount, and estimated fair value of the Company’s derivatives:
|  |  |  | Sep 30, 2022 |  | Dec 31, 2021
(Dollars in Millions) |  |  |  | Estimated Fair Value |  |  |  | Estimated Fair Value
Derivative Instrument |  | Primary Underlying Risk Exposure |  | Gross Notional Amount |  | Assets |  | Liabilities |  | Gross Notional Amount |  | Assets |  | Liabilities
Interest Swap Lock |  | Interest Rate Risk |  | 5.0 |  |  | — |  |  | 0.3 |  |  | — |  |  | — |  |  | — |
Derivative Instruments, Gain (Loss) | Effects of Derivatives on the Interim Condensed Consolidated Statements of Income and Comprehensive Income (Loss) Cash Flow Hedges The below table reflects the amounts of Gains (Losses) deferred into AOCI and subsequently reclassified into Net Income through Net Realized Investment Gains (Losses) for derivatives qualifying as cash flow hedges for the nine and three months ended September 30, 2022 and 2021:
|  | Nine Months Ended |  | Three Months Ended
(Dollars in Millions) |  | Sep 30, 2022 |  | Sep 30, 2021 |  | Sep 30, 2022 |  | Sep 30, 2021
Amount of Gains (Losses) Deferred in AOCI |  | $ | (0.3) |  |  | $ | — |  |  | $ | (0.3) |  |  | $ | — |
Amount of Gains (Losses) Reclassified into Income |  | — |  |  | — |  |  | — |  |  | — |
Net Comprehensive Gain (Loss) from Cash Flow Hedges |  | $ | (0.3) |  |  | $ | — |  |  | $ | (0.3) |  |  | $ | — |
Note 8 - Derivatives (Continued) Fair Value Hedges The below table reflects the effects of changes in the designated hedged asset’s impacts on AOCI and Net Realized Investment Gains (Losses) as well as the derivative instruments designated as fair value hedges impact on Net Realized Investment Gains (Losses) for the nine and three months ended September 30, 2022 and 2021:
|  | Nine Months Ended |  | Three Months Ended
(Dollars in Millions) |  | Sep 30, 2022 |  | Sep 30, 2021 |  | Sep 30, 2022 |  | Sep 30, 2021
Increase (Decrease) in Derivative Instruments Designated as Fair Value Hedges |  | $ | 1.1 |  |  | $ | — |  |  | $ | 4.7 |  |  | $ | — |
Increase (Decrease) in Fair Value of Hedged Assets Reclassified from AOCI |  | (1.1) |  |  | — |  |  | (5.0) |  |  | — |
Net Gain (Loss) from Hedging Activity |  | $ | — |  |  | $ | — |  |  | $ | (0.3) |  |  | $ | — |
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location | The below table reflects the effects of changes in the designated hedged asset’s impacts on AOCI and Net Realized Investment Gains (Losses) as well as the derivative instruments designated as fair value hedges impact on Net Realized Investment Gains (Losses) for the nine and three months ended September 30, 2022 and 2021:
|  | Nine Months Ended |  | Three Months Ended
(Dollars in Millions) |  | Sep 30, 2022 |  | Sep 30, 2021 |  | Sep 30, 2022 |  | Sep 30, 2021
Increase (Decrease) in Derivative Instruments Designated as Fair Value Hedges |  | $ | 1.1 |  |  | $ | — |  |  | $ | 4.7 |  |  | $ | — |
Increase (Decrease) in Fair Value of Hedged Assets Reclassified from AOCI |  | (1.1) |  |  | — |  |  | (5.0) |  |  | — |
Net Gain (Loss) from Hedging Activity |  | $ | — |  |  | $ | — |  |  | $ | (0.3) |  |  | $ | — |

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- Definition Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4E -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624181-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5618551-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959 + Details
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- Definition Tabular disclosure of derivative instruments (including nonderivative instruments that are designated and qualify as hedging instruments) of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5618551-113959 + Details
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- Definition Tabular disclosure for fair value hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (a) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959 + Details
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