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INVESTMENTS - Mortgage-backed Securities (Details) - Mortgage-backed securities
9 Months Ended
Sep. 30, 2015
30-59 day delinquent loans  
Key assumptions for mortgage-backed securities  
Default rate projection (as a percent) 25.00%
60-90 day deliquent loans  
Key assumptions for mortgage-backed securities  
Default rate projection (as a percent) 70.00%
91+ day deliquent loans  
Key assumptions for mortgage-backed securities  
Default rate projection (as a percent) 100.00%
Current loans  
Key assumptions for mortgage-backed securities  
Default rate projection (as a percent) 10.00%