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DERIVATIVE INSTRUMENTS (Details) - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value $ 4,038 $ 16,897
Derivative Liability Fair Value 20,349 15,576
Other Assets [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 4,038 16,897
Other Liabilities [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 20,349 15,576
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 147,462 195,979
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 121 12,331
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 282 87
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 180,000 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 583,809 492,899
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 720 2,034
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 3,446 8,989
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 47,636 67,957
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 3,197 2,532
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 16,621 6,500
Underwriting Portfolio [Member] | Commodity Contract [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 0 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 0 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