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FAIR VALUE MEASUREMENTS - Level 3 fair value inputs (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2018
USD ($)
Dec. 31, 2017
USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 787,787 $ 1,009,373
Net derivative liability (14,522) (14,386)
Significant unobservable inputs (Level 3)    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value 65,789 77,843
Net derivative liability (10,299) $ (11,510)
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 21,271  
Estimated maturity dates (years) 7 years  
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Estimated maturity dates (years) 7 years  
Significant unobservable inputs (Level 3) | Other privately held investments    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 44,518  
Default rates | Significant unobservable inputs (Level 3) | Other investments - CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.030  
Default rates | Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.030  
Loss severity rate | Significant unobservable inputs (Level 3) | Other investments - CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.35  
Loss severity rate | Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.35  
Collateral spreads | Significant unobservable inputs (Level 3) | Other investments - CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.030  
Collateral spreads | Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.030  
Discount rate | Significant unobservable inputs (Level 3)    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Derivative liability 0.026  
Discount rate | Significant unobservable inputs (Level 3) | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Derivative liability 0.026  
Discount rate | Significant unobservable inputs (Level 3) | Other privately held investments | Minimum    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.030  
Discount rate | Significant unobservable inputs (Level 3) | Other privately held investments | Maximum    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.080  
Discount rate | Significant unobservable inputs (Level 3) | Other privately held investments | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 0.071