FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Total liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	$ 10,942	$ 16,621	$ 11,510	$ 6,500
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in earnings	(353)	1,596	(921)	10,282
Included in OCI	0	0	0	0
Purchases	0	12,135	0	12,135
Sales	0	0	0	0
Settlements/ Distributions	0	(18,143)	0	(16,708)
Closing Balance	10,589	12,209	10,589	12,209
Change in unrealized investment gain/loss relating to assets held at the reporting date	(353)	863	(921)	2,314
Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	43,471	73,601	52,897	96,400
Transfers into Level 3	3,525	1,536	3,525	1,536
Transfers out of Level 3	0	(11,322)	(4,279)	(30,270)
Included in net income	(1)	15	(119)	73
Included in OCI	(387)	(317)	1,016	1,117
Purchases	20,300	19,217	20,300	34,581
Sales	(3,218)	(3,481)	(5,754)	(19,201)
Settlements/ Distributions	(2,085)	(4,930)	(5,981)	(9,917)
Closing Balance	61,605	74,319	61,605	74,319
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0	0	0
Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	77,343	96,770	77,843	102,842
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	1,894	2,059	4,256	3,324
Included in OCI	0	0	0	0
Purchases	0	0	3,111	0
Sales	0	0	(1,500)	0
Settlements/ Distributions	(5,471)	(8,815)	(9,944)	(16,152)
Closing Balance	73,766	90,014	73,766	90,014
Change in unrealized investment gain/loss relating to assets held at the reporting date	1,894	2,059	4,256	3,324
Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	25,000	28,223	25,090	27,555
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	0	(81)	(90)	677
Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements/ Distributions	(25,000)	(3,095)	(25,000)	(3,185)
Closing Balance	0	25,047	0	25,047
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	21	0	24
Total assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	145,814	198,594	155,830	226,797
Transfers into Level 3	3,525	1,536	3,525	1,536
Transfers out of Level 3	0	(11,322)	(4,279)	(30,270)
Included in net income	1,893	1,993	4,047	4,074
Included in OCI	(387)	(317)	1,016	1,117
Purchases	20,300	19,217	23,411	34,581
Sales	(3,218)	(3,481)	(7,254)	(19,201)
Settlements/ Distributions	(32,556)	(16,840)	(40,925)	(29,254)
Closing Balance	135,371	189,380	135,371	189,380
Change in unrealized investment gain/loss relating to assets held at the reporting date	1,894	2,080	4,256	3,348
Corporate debt | Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	43,471	63,788	52,897	75,875
Transfers into Level 3	1,589	1,536	1,589	1,536
Transfers out of Level 3	0	(1,904)	(4,279)	(1,904)
Included in net income	(1)	15	(119)	73
Included in OCI	(388)	(336)	1,015	(383)
Purchases	3,185	13,217	3,185	19,181
Sales	(3,218)	(3,481)	(5,754)	(19,201)
Settlements/ Distributions	(2,085)	(4,515)	(5,981)	(6,857)
Closing Balance	42,553	68,320	42,553	68,320
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0	0	0
Non-Agency RMBS | Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	0		0	0
Transfers into Level 3	0		0	0
Transfers out of Level 3	0		0	0
Included in net income	0		0	0
Included in OCI	3		3	0
Purchases	900		900	0
Sales	0		0	0
Settlements/ Distributions	0		0	0
Closing Balance	903	0	903	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	0		0	0
CMBS | Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	0	9,813	0	3,061
Transfers into Level 3	1,936	0	1,936	0
Transfers out of Level 3	0	(9,418)	0	(9,418)
Included in net income	0	0	0	0
Included in OCI	(2)	20	(2)	17
Purchases	16,215	0	16,215	9,400
Sales	0	0	0	0
Settlements/ Distributions	0	(415)	0	(3,060)
Closing Balance	18,149	0	18,149	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0	0	0
ABS | Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance		0		17,464
Transfers into Level 3		0		0
Transfers out of Level 3		0		(18,948)
Included in net income		0		0
Included in OCI		(1)		1,483
Purchases		6,000		6,000
Sales		0		0
Settlements/ Distributions		0		0
Closing Balance		5,999		5,999
Change in unrealized investment gain/loss relating to assets held at the reporting date		0		0
Other privately held investments | Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	48,787	42,378	46,430	42,142
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	(1,174)	560	(428)	796
Included in OCI	0	0	0	0
Purchases	0	0	3,111	0
Sales	0	0	(1,500)	0
Settlements/ Distributions	0	0	0	0
Closing Balance	47,613	42,938	47,613	42,938
Change in unrealized investment gain/loss relating to assets held at the reporting date	(1,174)	560	(428)	796
CLO-Equities | Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	28,556	54,392	31,413	60,700
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	3,068	1,499	4,684	2,528
Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements/ Distributions	(5,471)	(8,815)	(9,944)	(16,152)
Closing Balance	26,153	47,076	26,153	47,076
Change in unrealized investment gain/loss relating to assets held at the reporting date	3,068	1,499	4,684	2,528
Derivative instruments | Other liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	10,942	16,621	11,510	6,500
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in earnings	(353)	1,596	(921)	10,282
Included in OCI	0	0	0	0
Purchases	0	12,135	0	12,135
Sales	0	0	0	0
Settlements/ Distributions	0	(18,143)	0	(16,708)
Closing Balance	10,589	12,209	10,589	12,209
Change in unrealized investment gain/loss relating to assets held at the reporting date	(353)	863	(921)	2,314
Derivative instruments | Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance		3,197		2,532
Transfers into Level 3		0		0
Transfers out of Level 3		0		0
Included in net income		(102)		653
Included in OCI		0		0
Purchases		0		0
Sales		0		0
Settlements/ Distributions		(3,095)		(3,185)
Closing Balance		0		0
Change in unrealized investment gain/loss relating to assets held at the reporting date		0		0
Insurance-linked securities | Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	25,000	25,026	25,090	25,023
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	0	21	(90)	24
Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements/ Distributions	(25,000)	0	(25,000)	0
Closing Balance	0	25,047	0	25,047
Change in unrealized investment gain/loss relating to assets held at the reporting date	$ 0	$ 21	$ 0	$ 24