XML 56 R44.htm IDEA: XBRL DOCUMENT v3.7.0.1
FAIR VALUE MEASUREMENTS (Details 2)
$ in Thousands
3 Months Ended
Mar. 31, 2017
USD ($)
degree_day
Dec. 31, 2016
USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items]    
Other investments $ 780,395 $ 830,219
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Other investments $ 32,748  
Default rates 4.00%  
Loss severity rate 35.00%  
Collateral spreads 3.00%  
Estimated maturity dates 6 years  
Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Other investments $ 42,378  
Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Other investments $ 21,644  
Fair value of collateral 100.00%  
Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Net derivative assets $ (13,424)  
Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 5.00%  
Minimum [Member] | Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount margin 0.30%  
Minimum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Weather curve | degree_day 94  
Weather standard deviation | degree_day 55  
Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 8.00%  
Maximum [Member] | Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount margin 14.10%  
Maximum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Weather curve | degree_day 4,526  
Weather standard deviation | degree_day 380  
Weighted Average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Default rates 4.00%  
Loss severity rate 35.00%  
Collateral spreads 3.00%  
Estimated maturity dates 6 years  
Weighted Average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 7.20%  
Weighted Average [Member] | Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member]    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value of collateral 100.00%  
Discount margin 1.80%