FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	$ 59,283	$ 152,468
Transfers into Level 3	9,185	0
Transfers out of Level 3	0	(21,169)
Included in net income	(767)	386
Included in OCI	(498)	929
Purchases	427	12,250
Sales	0	(5,547)
Settlements/ distributions	(1,259)	(9,297)
Closing balance	66,371	130,020
Change in unrealized investment gains/(losses)	(767)	1,082
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	9,672	10,299
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	10,492	(66)
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	0	0
Closing balance	20,164	10,233
Change in unrealized investment gains/(losses)	10,492	(66)
Other liabilities | Derivative instruments
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	9,672	10,299
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	10,492	(66)
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	0	0
Closing balance	20,164	10,233
Change in unrealized investment gains/(losses)	10,492	(66)
Fixed maturities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	8,021	86,679
Transfers into Level 3	9,185	0
Transfers out of Level 3	0	(21,169)
Included in net income	0	(696)
Included in OCI	(498)	929
Purchases	0	9,750
Sales	0	(5,547)
Settlements/ distributions	(571)	(5,633)
Closing balance	16,137	64,313
Change in unrealized investment gains/(losses)	0	0
Fixed maturities | Corporate debt
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	2,297	49,012
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	0	(696)
Included in OCI	(52)	624
Purchases	0	0
Sales	0	(5,547)
Settlements/ distributions	0	(2,268)
Closing balance	2,245	41,125
Change in unrealized investment gains/(losses)	0	0
Fixed maturities | Non-agency RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	0	0
Transfers into Level 3	9,185	0
Transfers out of Level 3	0	0
Included in net income	0	0
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	0	0
Closing balance	9,185	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	5,235	19,134
Transfers into Level 3	0	0
Transfers out of Level 3	0	(4,767)
Included in net income	0	0
Included in OCI	(293)	143
Purchases	0	0
Sales	0	0
Settlements/ distributions	(571)	(3,365)
Closing balance	4,371	11,145
Change in unrealized investment gains/(losses)	0	0
Fixed maturities | ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	489	18,533
Transfers into Level 3	0	0
Transfers out of Level 3	0	(16,402)
Included in net income	0	0
Included in OCI	(153)	162
Purchases	0	9,750
Sales	0	0
Settlements/ distributions	0	0
Closing balance	336	12,043
Change in unrealized investment gains/(losses)	0	0
Other investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	51,262	65,789
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	(767)	1,082
Included in OCI	0	0
Purchases	427	2,500
Sales	0	0
Settlements/ distributions	(688)	(3,664)
Closing balance	50,234	65,707
Change in unrealized investment gains/(losses)	(767)	1,082
Other investments | Other privately held investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	36,934	44,518
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	80	667
Included in OCI	0	0
Purchases	427	2,500
Sales	0	0
Settlements/ distributions	0	0
Closing balance	37,441	47,685
Change in unrealized investment gains/(losses)	80	667
Other investments | CLO-Equities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	14,328	21,271
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in net income	(847)	415
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements/ distributions	(688)	(3,664)
Closing balance	12,793	18,022
Change in unrealized investment gains/(losses)	$ (847)	$ 415