FAIR VALUE MEASUREMENTS - Level 3 for financial instruments measured at fair value (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	$ 155,830	$ 226,797
Transfers into Level 3	10,010	2,324
Transfers out of Level 3	(4,279)	(21,670)
Included in net income	5,033	4,359
Included in OCI	5,752	(39)
Purchases	47,577	19,766
Sales	(11,555)	(22,903)
Settlements/ distributions	(55,900)	(52,804)
Closing balance	152,468	155,830
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	5,714	4,209
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	11,510	6,500
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	(1,211)	9,320
Included in OCI	0	0
Purchases	0	12,472
Sales	0	0
Settlements/ distributions	0	(16,782)
Closing balance	10,299	11,510
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date	(1,211)	(962)
Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	52,897	96,400
Transfers into Level 3	10,010	2,324
Transfers out of Level 3	(4,279)	(21,670)
Included in net income	(591)	(503)
Included in OCI	5,752	(39)
Purchases	44,467	17,062
Sales	(7,446)	(22,903)
Settlements/ distributions	(14,131)	(17,774)
Closing balance	86,679	52,897
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	0	0
Corporate debt
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	52,897	75,875
Transfers into Level 3	2,935	2,324
Transfers out of Level 3	(4,279)	(2,721)
Included in net income	(591)	(503)
Included in OCI	6,343	(1,524)
Purchases	10,267	17,062
Sales	(7,446)	(22,903)
Settlements/ distributions	(11,114)	(14,713)
Closing balance	49,012	52,897
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	0	0
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	0	3,061
Transfers into Level 3	5,096	0
Transfers out of Level 3	0	0
Included in net income	0	0
Included in OCI	(145)	0
Purchases	17,200	0
Sales	0	0
Settlements/ distributions	(3,017)	(3,061)
Closing balance	19,134	0
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	0	0
ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	0	17,464
Transfers into Level 3	1,979	0
Transfers out of Level 3	0	(18,949)
Included in net income	0	0
Included in OCI	(446)	1,485
Purchases	17,000	0
Sales	0	0
Settlements/ distributions	0	0
Closing balance	18,533	0
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	0	0
Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	77,843	102,842
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	5,714	4,142
Included in OCI	0	0
Purchases	3,110	2,704
Sales	(4,109)	0
Settlements/ distributions	(16,769)	(31,845)
Closing balance	65,789	77,843
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	5,714	4,142
Other privately held investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	46,430	42,142
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	(913)	1,584
Included in OCI	0	0
Purchases	3,110	2,704
Sales	(4,109)	0
Settlements/ distributions	0	0
Closing balance	44,518	46,430
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	(913)	1,584
CLO-Equities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	31,413	60,700
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	6,627	2,558
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	(16,769)	(31,845)
Closing balance	21,271	31,413
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	6,627	2,558
Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	25,090	27,555
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	(90)	720
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	(25,000)	(3,185)
Closing balance	0	25,090
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	0	67
Derivative instruments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	0	2,532
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	0	653
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	0	(3,185)
Closing balance	0	0
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	0	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	11,510	6,500
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	(1,211)	9,320
Included in OCI	0	0
Purchases	0	12,472
Sales	0	0
Settlements/ distributions	0	(16,782)
Closing balance	10,299	11,510
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date	(1,211)	(962)
Insurance-linked securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	25,090	25,023
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	(90)	67
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	(25,000)	0
Closing balance	0	25,090
Change in unrealized investment gain/(loss) relating to assets held at the reporting date	$ 0	$ 67