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INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Sep. 30, 2019
USD ($)
security
Dec. 31, 2018
USD ($)
security
U.S. government and agency    
Fair value    
12 months or greater $ 12,694 $ 374,030
Less than 12 months 558,741 424,439
Total 571,435 798,469
Unrealized losses    
12 months or greater (91) (7,659)
Less than 12 months (2,867) (1,018)
Total (2,958) (8,677)
Non-U.S. government    
Fair value    
12 months or greater 114,923 44,339
Less than 12 months 179,943 303,376
Total 294,866 347,715
Unrealized losses    
12 months or greater (7,546) (2,004)
Less than 12 months (4,462) (14,116)
Total (12,008) (16,120)
Corporate debt    
Fair value    
12 months or greater 218,327 1,439,378
Less than 12 months 601,466 2,547,135
Total 819,793 3,986,513
Unrealized losses    
12 months or greater (11,414) (58,915)
Less than 12 months (11,514) (69,529)
Total (22,928) (128,444)
Agency RMBS    
Fair value    
12 months or greater 241,041 940,645
Less than 12 months 200,089 117,181
Total 441,130 1,057,826
Unrealized losses    
12 months or greater (2,394) (29,255)
Less than 12 months (842) (629)
Total (3,236) (29,884)
CMBS    
Fair value    
12 months or greater 24,550 455,582
Less than 12 months 100,241 353,802
Total 124,791 809,384
Unrealized losses    
12 months or greater (65) (11,430)
Less than 12 months (800) (2,365)
Total (865) (13,795)
Non-Agency RMBS    
Fair value    
12 months or greater 5,409 9,494
Less than 12 months 19,393 11,432
Total 24,802 20,926
Unrealized losses    
12 months or greater (1,135) (1,170)
Less than 12 months (451) (112)
Total (1,586) (1,282)
ABS    
Fair value    
12 months or greater 402,080 237,237
Less than 12 months 420,285 1,150,692
Total 822,365 1,387,929
Unrealized losses    
12 months or greater (5,186) (2,755)
Less than 12 months (1,011) (12,485)
Total (6,197) (15,240)
Municipals    
Fair value    
12 months or greater 7,747 68,814
Less than 12 months 9,601 9,894
Total 17,348 78,708
Unrealized losses    
12 months or greater (109) (1,373)
Less than 12 months (68) (24)
Total (177) (1,397)
Fixed maturities    
Fair value    
12 months or greater 1,026,771 3,569,519
Less than 12 months 2,089,759 4,917,951
Total 3,116,530 8,487,470
Unrealized losses    
12 months or greater (27,940) (114,561)
Less than 12 months (22,015) (100,278)
Total $ (49,955) $ (214,839)
Number of securities in unrealized loss position | security 1,541 3,599
Number of securities in a continuous unrealized loss position | security 633 1,656
Fixed maturities | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (11,000) $ (49,000)