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DERIVATIVE INSTRUMENTS - Balance sheet classification of derivatives recorded at fair value (Details) - USD ($)
$ in Thousands
Dec. 31, 2018
Dec. 31, 2017
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value $ 8,237 $ 5,125
Liability derivative fair value 14,522 14,386
Not Designated as Hedging Instruments | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 8,237 5,125
Not Designated as Hedging Instruments | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 14,522 14,386
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 79,336 137,422
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 262 10
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 531 619
Not Designated as Hedging Instruments | Investment Portfolio | Interest rate swaps    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 150,000 191,000
Not Designated as Hedging Instruments | Investment Portfolio | Interest rate swaps | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 0 448
Not Designated as Hedging Instruments | Investment Portfolio | Interest rate swaps | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 1,116 1,556
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 737,419 698,959
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 7,975 4,667
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 2,576 701
Not Designated as Hedging Instruments | Underwriting Portfolio | Derivatives - Other underwriting-related derivatives    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 85,000 85,000
Not Designated as Hedging Instruments | Underwriting Portfolio | Derivatives - Other underwriting-related derivatives | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 0 0
Not Designated as Hedging Instruments | Underwriting Portfolio | Derivatives - Other underwriting-related derivatives | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value $ 10,299 $ 11,510