SEGMENT REPORTING - Gross Premiums Written by Line of Business (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020 USD ($)	Jun. 30, 2019 USD ($)	Jun. 30, 2020 USD ($) segment	Jun. 30, 2019 USD ($)
Segment Reporting Information [Line Items]
Number of operating segments | segment			1
Gross premiums written	$ 116,689	$ 152,340	$ 226,476	$ 314,900
Gross premiums written, percent	100.00%	100.00%	100.00%	100.00%
Commercial
Segment Reporting Information [Line Items]
Gross premiums written	$ 3,065	$ 2,934	$ 6,030	$ 6,664
Gross premiums written, percent	2.60%	1.90%	2.70%	2.10%
Motor
Segment Reporting Information [Line Items]
Gross premiums written	$ 6,812	$ 19,256	$ 15,045	$ 39,439
Gross premiums written, percent	5.90%	12.70%	6.60%	12.50%
Personal
Segment Reporting Information [Line Items]
Gross premiums written	$ 3,674	$ 3,263	$ 6,635	$ 6,156
Gross premiums written, percent	3.10%	2.10%	2.90%	2.00%
Total Property
Segment Reporting Information [Line Items]
Gross premiums written	$ 13,551	$ 25,453	$ 27,710	$ 52,259
Gross premiums written, percent	11.60%	16.70%	12.20%	16.60%
General Liability
Segment Reporting Information [Line Items]
Gross premiums written	$ 528	$ 473	$ 696	$ 1,455
Gross premiums written, percent	0.50%	0.30%	0.30%	0.50%
Motor Liability
Segment Reporting Information [Line Items]
Gross premiums written	$ 25,655	$ 71,072	$ 55,050	$ 150,315
Gross premiums written, percent	22.00%	46.70%	24.30%	47.70%
Professional Liability
Segment Reporting Information [Line Items]
Gross premiums written	$ 33	$ 24	$ 123	$ 106
Gross premiums written, percent	0.00%	0.00%	0.10%	0.00%
Workers' Compensation
Segment Reporting Information [Line Items]
Gross premiums written	$ 28,605	$ 11,615	$ 38,929	$ 21,044
Gross premiums written, percent	24.50%	7.60%	17.20%	6.70%
Multi-line
Segment Reporting Information [Line Items]
Gross premiums written	$ 19,973	$ 25,343	$ 41,559	$ 46,092
Gross premiums written, percent	17.10%	16.60%	18.40%	14.60%
Total Casualty
Segment Reporting Information [Line Items]
Gross premiums written	$ 74,794	$ 108,527	$ 136,357	$ 0
Gross premiums written, percent	64.10%	71.20%	60.30%	69.50%
Accident & Health
Segment Reporting Information [Line Items]
Gross premiums written	$ 10,228	$ 8,666	$ 28,104	$ 23,537
Gross premiums written, percent	8.80%	5.80%	12.40%	7.50%
Financial
Segment Reporting Information [Line Items]
Gross premiums written	$ 3,725	$ 7,175	$ 13,887	$ 15,079
Gross premiums written, percent	3.20%	4.70%	6.10%	4.80%
Marine
Segment Reporting Information [Line Items]
Gross premiums written	$ 266	$ 17	$ 622	$ 127
Gross premiums written, percent	0.20%	0.00%	0.30%	0.00%
Other Specialty
Segment Reporting Information [Line Items]
Gross premiums written	$ 14,125	$ 2,502	$ 19,796	$ 4,886
Gross premiums written, percent	12.10%	1.60%	8.70%	1.60%
Total Other
Segment Reporting Information [Line Items]
Gross premiums written	$ 28,344	$ 18,360	$ 62,409	$ 43,629
Gross premiums written, percent	24.30%	12.10%	27.50%	13.90%