DERIVATIVE INSTRUMENTS - Unrealized and realized gains (losses) recognized in earnings for derivatives (Details) - Not Designated as Hedging Instruments - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges	$ 4,320	$ 8,961	$ 5,278
Investment Portfolio | Foreign exchange forward contracts | Net investment gains (losses)
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges	3,446	(6,935)	10,929
Investment Portfolio | Interest rate swaps | Net investment gains (losses)
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges	1,999	(1,334)	0
Underwriting Portfolio | Foreign exchange forward contracts | Foreign exchange gains (losses)
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges	(3,509)	25,383	(8,179)
Underwriting Portfolio | Weather-related contracts | Other insurance related income (losses)
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges	0	(9,629)	4,910
Underwriting Portfolio | Commodity contracts | Other insurance related income (losses)
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges	0	0	(2,382)
Derivatives - Other underwriting-related derivatives | Commodity contracts | Other insurance related income (losses)
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges	$ 2,384	$ 1,476	$ 0