FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Total liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	$ 10,233	$ 10,942	$ 10,299	$ 11,510
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	29	(353)	(37)	(921)
Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements/ distributions	0	0	0	0
Closing balance	10,262	10,589	10,262	10,589
Change in unrealized investment gains/(losses)	29	(353)	(37)	(921)
Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	64,313	43,471	86,679	52,897
Transfers into Level 3	0	3,525	0	3,525
Transfers out of Level 3	(11,564)	0	(32,733)	(4,279)
Included in net income	(763)	(1)	(1,459)	(119)
Included in OCI	342	(387)	1,271	1,016
Purchases	0	20,300	9,750	20,300
Sales	(31)	(3,218)	(5,578)	(5,754)
Settlements/ distributions	(2,777)	(2,085)	(8,410)	(5,981)
Closing balance	49,520	61,605	49,520	61,605
Change in unrealized investment gains/(losses)	0	0	0	0
Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	65,707	77,343	65,789	77,843
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	15,027	1,894	16,109	4,256
Included in OCI	0	0	0	0
Purchases	0	0	2,500	3,111
Sales	(33,427)	0	(33,427)	(1,500)
Settlements/ distributions	(1,057)	(5,471)	(4,721)	(9,944)
Closing balance	46,250	73,766	46,250	73,766
Change in unrealized investment gains/(losses)	1,600	1,894	2,682	4,256
Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance		25,000		25,090
Transfers into Level 3		0		0
Transfers out of Level 3		0		0
Included in net income		0		(90)
Included in OCI		0		0
Purchases		0		0
Sales		0		0
Settlements/ distributions		(25,000)		(25,000)
Closing balance		0		0
Change in unrealized investment gains/(losses)		0		0
Total assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	130,020	145,814	152,468	155,830
Transfers into Level 3	0	3,525	0	3,525
Transfers out of Level 3	(11,564)	0	(32,733)	(4,279)
Included in net income	14,264	1,893	14,650	4,047
Included in OCI	342	(387)	1,271	1,016
Purchases	0	20,300	12,250	23,411
Sales	(33,458)	(3,218)	(39,005)	(7,254)
Settlements/ distributions	(3,834)	(32,556)	(13,131)	(40,925)
Closing balance	95,770	135,371	95,770	135,371
Change in unrealized investment gains/(losses)	1,600	1,894	2,682	4,256
Corporate debt | Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	41,125	43,471	49,012	52,897
Transfers into Level 3	0	1,589	0	1,589
Transfers out of Level 3	0	0	0	(4,279)
Included in net income	(763)	(1)	(1,459)	(119)
Included in OCI	309	(388)	933	1,015
Purchases	0	3,185	0	3,185
Sales	(31)	(3,218)	(5,578)	(5,754)
Settlements/ distributions	(1,503)	(2,085)	(3,771)	(5,981)
Closing balance	39,137	42,553	39,137	42,553
Change in unrealized investment gains/(losses)	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
Transfers into Level 3		0		0
Transfers out of Level 3		0		0
Included in net income		0		0
Included in OCI		3		3
Purchases		900		900
Sales		0		0
Settlements/ distributions		0		0
Closing balance		903		903
Change in unrealized investment gains/(losses)		0		0
CMBS | Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	11,145	0	19,134	0
Transfers into Level 3	0	1,936	0	1,936
Transfers out of Level 3	0	0	(4,767)	0
Included in net income	0	0	0	0
Included in OCI	21	(2)	164	(2)
Purchases	0	16,215	0	16,215
Sales	0	0	0	0
Settlements/ distributions	(1,274)	0	(4,639)	0
Closing balance	9,892	18,149	9,892	18,149
Change in unrealized investment gains/(losses)	0	0	0	0
ABS | Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	12,043		18,533
Transfers into Level 3	0		0
Transfers out of Level 3	(11,564)		(27,966)
Included in net income	0		0
Included in OCI	12		174
Purchases	0		9,750
Sales	0		0
Settlements/ distributions	0		0
Closing balance	491		491
Change in unrealized investment gains/(losses)	0		0
Other privately held investments | Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	47,685	48,787	44,518	46,430
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	14,194	(1,174)	14,861	(428)
Included in OCI	0	0	0	0
Purchases	0	0	2,500	3,111
Sales	(33,427)	0	(33,427)	(1,500)
Settlements/ distributions	0	0	0	0
Closing balance	28,452	47,613	28,452	47,613
Change in unrealized investment gains/(losses)	767	(1,174)	1,434	(428)
CLO-Equities | Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	18,022	28,556	21,271	31,413
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	833	3,068	1,248	4,684
Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements/ distributions	(1,057)	(5,471)	(4,721)	(9,944)
Closing balance	17,798	26,153	17,798	26,153
Change in unrealized investment gains/(losses)	833	3,068	1,248	4,684
Derivative instruments | Other liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	10,233	10,942	10,299	11,510
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Included in net income	29	(353)	(37)	(921)
Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements/ distributions	0	0	0	0
Closing balance	10,262	10,589	10,262	10,589
Change in unrealized investment gains/(losses)	$ 29	(353)	$ (37)	(921)
Insurance-linked securities | Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance		25,000		25,090
Transfers into Level 3		0		0
Transfers out of Level 3		0		0
Included in net income		0		(90)
Included in OCI		0		0
Purchases		0		0
Sales		0		0
Settlements/ distributions		(25,000)		(25,000)
Closing balance		0		0
Change in unrealized investment gains/(losses)		$ 0		$ 0