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NET INVESTMENT INCOME (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2017
Sep. 30, 2017
Jun. 30, 2017
Mar. 31, 2017
Dec. 31, 2016
Sep. 30, 2016
Jun. 30, 2016
Mar. 31, 2016
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Realized gains (losses)                 $ 87,618 $ (113,836) $ 22,227
Change in unrealized gains and losses                 (41,444) 209,993 (265,401)
Investment related foreign exchange gains (losses)                 5,292 3,094 6,225
Interest and dividend income, net of withholding taxes                 25,510 23,915 15,313
Interest, dividend and other expenses                 (23,937) (22,334) (31,092)
Investment advisor compensation                 (19,863) (24,543) (19,246)
Net investment income (loss) $ (16,214) $ 63,976 $ (39,149) $ 11,618 $ 52,857 $ 32,945 $ (38,054) $ 28,435 $ 20,231 $ 76,183 $ (281,924)
Net investment gain (loss) as a percentage                 1.50% 7.20% (20.20%)
Net Investment Income (Loss) [Member]                      
Investment related foreign exchange gains (losses)                 $ 7,653 $ (2,988) $ 3,725