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Derivatives (Tables)
 9 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location
The following table presents the Company’s Ultra-Long Treasury Futures derivatives, primary underlying risk exposure, gross notional amount, and estimated fair value of these derivatives:
September 30, 2025December 31, 2024
(Dollars in Millions)Estimated Fair ValueEstimated Fair Value
Derivative InstrumentPrimary Underlying Risk ExposureGross Notional AmountAssetsLiabilitiesGross Notional AmountAssetsLiabilities
Derivatives Designated as Hedging Instruments:
Treasury FuturesInterest Rate Risk$75.0 $2.7 $— $75.0 $— $(3.7)
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)
The below table reflects the amounts of Gains (Losses) deferred into AOCI before taxes, net changes in amounts in AOCI associated with current hedging transactions, and amounts subsequently reclassified into Net (Loss) Income through Net Investment Income for Ultra-Long Treasury Futures qualifying as cash flow hedges for the three and nine months ended September 30, 2025 and 2024.
Three Months EndedNine Months Ended
(Dollars in Millions)Sep 30,
2025		Sep 30,
2024		Sep 30,
2025		Sep 30,
2024
Beginning of Period$(5.7)$(3.6)$(6.3)$— 
Gains (Losses) Deferred in AOCI0.2 — (1.7)(4.0)
Net Change in AOCI with Current Period Hedging Transactions0.6 3.9 2.9 4.3 
Losses Reclassified into Income— 0.5 0.2 0.5 
Net Comprehensive (Losses) Gains from Cash Flow Hedges$(4.9)$0.8 $(4.9)$0.8