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FINANCIAL INSTRUMENTS Schedule of Reported Gains and Losses on Derivatives (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (loss) on derivatives recognized in income $ 7,970 $ 4,136 $ (15,291) $ 17,198
Commodity Swaps | Net investment income (loss)        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (loss) on derivatives recognized in income 1,794 (1,476) (8,911) (1,195)
Forwards | Net investment income (loss)        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (loss) on derivatives recognized in income (28) (116) 306 (184)
Futures | Net investment income (loss)        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (loss) on derivatives recognized in income (77) 793 (480) 2,086
Interest Rate Swaps | Net investment income (loss)        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (loss) on derivatives recognized in income 113 0 20 0
Options, warrants, and rights | Net investment income (loss)        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (loss) on derivatives recognized in income (6,467) (2,834) (18,579) (5,082)
Total return swaps – equities | Net investment income (loss)        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (loss) on derivatives recognized in income $ 12,635 $ 7,769 $ 12,353 $ 21,573