SEGMENT REPORTING - Gross Premiums Written by Line of Business (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2020 USD ($) segment	Mar. 31, 2019 USD ($)
Segment Reporting Information [Line Items]
Number of operating segments | segment	1
Gross premiums written	$ 109,787	$ 162,560
Gross premiums written, percent	100.00%	100.00%
Commercial
Segment Reporting Information [Line Items]
Gross premiums written	$ 2,965	$ 3,730
Gross premiums written, percent	2.70%	2.30%
Motor
Segment Reporting Information [Line Items]
Gross premiums written	$ 8,233	$ 20,183
Gross premiums written, percent	7.50%	12.40%
Personal
Segment Reporting Information [Line Items]
Gross premiums written	$ 2,961	$ 2,893
Gross premiums written, percent	2.70%	1.80%
Total Property
Segment Reporting Information [Line Items]
Gross premiums written	$ 14,159	$ 26,806
Gross premiums written, percent	12.90%	16.50%
General Liability
Segment Reporting Information [Line Items]
Gross premiums written	$ 168	$ 982
Gross premiums written, percent	0.10%	0.60%
Motor Liability
Segment Reporting Information [Line Items]
Gross premiums written	$ 29,395	$ 79,243
Gross premiums written, percent	26.80%	48.70%
Professional Liability
Segment Reporting Information [Line Items]
Gross premiums written	$ 90	$ 82
Gross premiums written, percent	0.10%	0.10%
Workers' Compensation
Segment Reporting Information [Line Items]
Gross premiums written	$ 10,324	$ 9,429
Gross premiums written, percent	9.40%	5.80%
Multi-line
Segment Reporting Information [Line Items]
Gross premiums written	$ 21,586	$ 20,749
Gross premiums written, percent	19.60%	12.80%
Total Casualty
Segment Reporting Information [Line Items]
Gross premiums written	$ 61,563	$ 110,485
Gross premiums written, percent	56.00%	68.00%
Accident & Health
Segment Reporting Information [Line Items]
Gross premiums written	$ 17,876	$ 14,871
Gross premiums written, percent	16.30%	9.10%
Financial
Segment Reporting Information [Line Items]
Gross premiums written	$ 10,162	$ 7,904
Gross premiums written, percent	9.30%	4.90%
Marine
Segment Reporting Information [Line Items]
Gross premiums written	$ 356	$ 110
Gross premiums written, percent	0.30%	0.10%
Other Specialty
Segment Reporting Information [Line Items]
Gross premiums written	$ 5,671	$ 2,384
Gross premiums written, percent	5.20%	1.50%
Total Other
Segment Reporting Information [Line Items]
Gross premiums written	$ 34,065	$ 25,269
Gross premiums written, percent	31.10%	15.50%