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INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Jun. 30, 2020
USD ($)
security
Dec. 31, 2019
USD ($)
security
U.S. government and agency    
Fair value    
12 months or greater $ 0 $ 9,536
Less than 12 months 145,664 614,705
Total 145,664 624,241
Unrealized losses    
12 months or greater 0 (67)
Less than 12 months (26) (6,246)
Total (26) (6,313)
Non-U.S. government    
Fair value    
12 months or greater 58,470 99,466
Less than 12 months 221,511 18,361
Total 279,981 117,827
Unrealized losses    
12 months or greater (4,522) (2,036)
Less than 12 months (5,275) (412)
Total (9,797) (2,448)
Corporate debt    
Fair value    
12 months or greater 104,368 121,635
Less than 12 months 910,430 375,858
Total 1,014,798 497,493
Unrealized losses    
12 months or greater (6,648) (3,847)
Less than 12 months (40,497) (3,709)
Total (47,145) (7,556)
Agency RMBS    
Fair value    
12 months or greater 10,288 195,395
Less than 12 months 48,970 326,402
Total 59,258 521,797
Unrealized losses    
12 months or greater (50) (1,816)
Less than 12 months (226) (1,638)
Total (276) (3,454)
CMBS    
Fair value    
12 months or greater 10,374 24,281
Less than 12 months 132,310 364,641
Total 142,684 388,922
Unrealized losses    
12 months or greater (931) (64)
Less than 12 months (3,095) (4,878)
Total (4,026) (4,942)
Non-agency RMBS    
Fair value    
12 months or greater 4,836 6,345
Less than 12 months 26,659 25,816
Total 31,495 32,161
Unrealized losses    
12 months or greater (1,075) (792)
Less than 12 months (1,167) (60)
Total (2,242) (852)
ABS    
Fair value    
12 months or greater 275,127 535,780
Less than 12 months 745,695 404,641
Total 1,020,822 940,421
Unrealized losses    
12 months or greater (10,585) (4,667)
Less than 12 months (21,633) (1,213)
Total (32,218) (5,880)
Municipals    
Fair value    
12 months or greater 0 5,418
Less than 12 months 14,905 46,684
Total 14,905 52,102
Unrealized losses    
12 months or greater 0 (34)
Less than 12 months (176) (373)
Total (176) (407)
Fixed maturities    
Fair value    
12 months or greater 463,463 997,856
Less than 12 months 2,246,144 2,177,108
Total 2,709,607 3,174,964
Unrealized losses    
12 months or greater (23,811) (13,323)
Less than 12 months (72,095) (18,529)
Total $ (95,906) $ (31,852)
Number of securities in unrealized loss position | security 1,545 1,190
Number of securities in a continuous unrealized loss position | security 351 497
Fixed maturities | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (35,000) $ (5,000)