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SEGMENT REPORTING - Geographic information (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Revenue from External Customer [Line Items]        
Gross premiums written $ 116,689 $ 152,340 $ 226,476 $ 314,900
Gross premiums by geographical area as a percentage of total gross premiums 100.00% 100.00% 100.00% 100.00%
U.S. and Caribbean        
Revenue from External Customer [Line Items]        
Gross premiums written $ 94,663 $ 130,637 $ 180,713 $ 268,288
Gross premiums by geographical area as a percentage of total gross premiums 81.10% 85.80% 79.80% 85.10%
Worldwide        
Revenue from External Customer [Line Items]        
Gross premiums written $ 20,616 $ 21,231 $ 43,412 $ 46,140
Gross premiums by geographical area as a percentage of total gross premiums 17.70% 13.90% 19.20% 14.70%
Asia        
Revenue from External Customer [Line Items]        
Gross premiums written $ 1,410 $ 485 $ 2,351 $ 485
Gross premiums by geographical area as a percentage of total gross premiums 1.20% 0.30% 1.00% 0.20%
Europe        
Revenue from External Customer [Line Items]        
Gross premiums written $ 0 $ (13) $ 0 $ (13)
Gross premiums by geographical area as a percentage of total gross premiums 0.00% 0.00% 0.00% 0.00%