FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2019	Sep. 30, 2018	Sep. 30, 2019	Sep. 30, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	$ 95,770	$ 135,371	$ 152,468	$ 155,830
Transfers into Level 3	5,285	8,163	5,285	11,688
Transfers out of Level 3	(489)	(11,212)	(33,222)	(15,490)
Included in net income	708	1,232	15,358	5,279
Included in OCI	(109)	4,906	1,162	5,921
Purchases	15,000	13,871	27,250	37,282
Sales	(14,749)	(3,960)	(53,754)	(11,214)
Settlements/ distributions	(1,426)	(9,190)	(14,557)	(50,115)
Closing balance	99,990	139,181	99,990	139,181
Change in unrealized investment gains/(losses)	1,194	1,811	3,876	6,067
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	10,262	10,589	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	(126)	(377)	(163)	(1,298)
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	10,136	10,212	10,136	10,212
Change in unrealized investment gains/(losses)	(126)	(377)	(163)	(1,298)
Other liabilities | Derivative instruments
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	10,262	10,589	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	(126)	(377)	(163)	(1,298)
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	10,136	10,212	10,136	10,212
Change in unrealized investment gains/(losses)	(126)	(377)	(163)	(1,298)
Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	49,520	61,605	86,679	52,897
Transfers into Level 3	5,285	8,163	5,285	11,688
Transfers out of Level 3	(489)	(11,212)	(33,222)	(15,490)
Included in net income	0	(579)	(1,459)	(698)
Included in OCI	(109)	4,906	1,162	5,921
Purchases	0	13,871	9,750	34,171
Sales	0	(3,960)	(5,578)	(9,714)
Settlements/ distributions	(390)	(5,266)	(8,800)	(11,247)
Closing balance	53,817	67,528	53,817	67,528
Change in unrealized investment gains/(losses)	0	0	0	0
Fixed maturities | Corporate debt
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	39,137	42,553	49,012	52,897
Transfers into Level 3	0	1,346	0	2,935
Transfers out of Level 3	(489)	0	(489)	(4,279)
Included in net income	0	(579)	(1,459)	(698)
Included in OCI	(97)	4,962	836	5,977
Purchases	0	13,871	0	17,056
Sales	0	(3,960)	(5,578)	(9,714)
Settlements/ distributions	0	(5,093)	(3,771)	(11,074)
Closing balance	38,551	53,100	38,551	53,100
Change in unrealized investment gains/(losses)	0	0	0	0
Fixed maturities | Non-Agency RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance		903		0
Transfers into Level 3		0		0
Transfers out of Level 3		(790)		(789)
Included in net income		0		0
Included in OCI		(1)		1
Purchases		0		900
Sales		0		0
Settlements/ distributions		(112)		(112)
Closing balance		0		0
Change in unrealized investment gains/(losses)		0		0
Fixed maturities | CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	9,892	18,149	19,134	0
Transfers into Level 3	5,285	3,160	5,285	5,096
Transfers out of Level 3	0	(10,422)	(4,767)	(10,422)
Included in net income	0	0	0	0
Included in OCI	(13)	(55)	151	(57)
Purchases	0	0	0	16,215
Sales	0	0	0	0
Settlements/ distributions	(390)	(61)	(5,029)	(61)
Closing balance	14,774	10,771	14,774	10,771
Change in unrealized investment gains/(losses)	0	0	0	0
Fixed maturities | ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	491	0	18,533	0
Transfers into Level 3	0	3,657	0	3,657
Transfers out of Level 3	0	0	(27,966)	0
Included in net income	0	0	0	0
Included in OCI	1	0	175	0
Purchases	0	0	9,750	0
Sales	0	0	0	0
Settlements/ distributions	0	0	0	0
Closing balance	492	3,657	492	3,657
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	46,250	73,766	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	708	1,811	16,817	6,067
Included in OCI	0	0	0	0
Purchases	15,000	0	17,500	3,111
Sales	(14,749)	0	(48,176)	(1,500)
Settlements/ distributions	(1,036)	(3,924)	(5,757)	(13,868)
Closing balance	46,173	71,653	46,173	71,653
Change in unrealized investment gains/(losses)	1,194	1,811	3,876	6,067
Other investments | Other privately held investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	28,452	47,613	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	2,016	(224)	16,877	(652)
Included in OCI	0	0	0	0
Purchases	15,000	0	17,500	3,111
Sales	(14,749)	0	(48,176)	(1,500)
Settlements/ distributions	0	0	0	0
Closing balance	30,719	47,389	30,719	47,389
Change in unrealized investment gains/(losses)	2,502	(224)	3,936	(652)
Other investments | CLO-Equities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	17,798	26,153	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	(1,308)	2,035	(60)	6,719
Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements/ distributions	(1,036)	(3,924)	(5,757)	(13,868)
Closing balance	15,454	24,264	15,454	24,264
Change in unrealized investment gains/(losses)	$ (1,308)	2,035	$ (60)	6,719
Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance		0		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		0		(25,000)
Closing balance		0		0
Change in unrealized investment gains/(losses)		0		0
Other assets | Insurance-linked securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance		0		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		0		(25,000)
Closing balance		0		0
Change in unrealized investment gains/(losses)		$ 0		$ 0