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DERIVATIVE INSTRUMENTS (Other Underwriting-related Risks) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges $ 15,394 $ (3,874) $ 7,420 $ (15,276)
Relating to investment portfolio: | Foreign exchange forward contracts | Net investment gains (losses)        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges (1,346) 2,592 1,970 3,964
Relating to investment portfolio: | Interest rate swaps | Net investment gains (losses)        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges 0 0 0 (3,677)
Relating to underwriting portfolio: | Foreign exchange forward contracts | Foreign exchange gains (losses)        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges 16,370 (6,883) 14,811 (16,598)
Relating to underwriting portfolio: | Other underwriting-related contracts | Other insurance related income (losses)        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges $ 370 $ 417 $ (9,361) $ 1,035