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DERIVATIVE INSTRUMENTS (DETAILS) - USD ($)
$ in Thousands
Jun. 30, 2016
Dec. 31, 2015
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value $ 6,739 $ 6,467
Derivative Liability Fair Value 6,520 18,629
Other Assets [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 6,739 6,467
Other Liabilities [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 6,520 18,629
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 75,429 198,406
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 1,753 490
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 134 837
Investment Portfolio [Member] | Interest Rate Swap [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 0 0
Investment Portfolio [Member] | Interest Rate Swap [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 0 0
Investment Portfolio [Member] | Interest Rate Swap [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 0 0
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 675,419 692,023
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 3,014 1,582
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 4,408 6,855
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 17,345 51,395
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 5 4,395
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 1,978 10,937
Underwriting Portfolio [Member] | Commodity Contract [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 181,000 0
Underwriting Portfolio [Member] | Commodity Contract [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 1,967 0
Underwriting Portfolio [Member] | Commodity Contract [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value $ 0 $ 0