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INVESTMENTS Unrealized Losses (Details) - USD ($)
$ in Thousands
Sep. 30, 2016
Dec. 31, 2015
Investment positions with unrealized losses    
Unrealized losses relative to total invested assets (as a percent) 0.30%  
Fair value    
Less than 12 months $ 138,365 $ 500,405
12 Months and Greater 41,858 44,476
Total Fair value 180,223 544,881
Cost or amortized Cost    
Less than 12 months 139,703 514,250
12 months and greater 46,860 49,883
Total Cost or Amortized Cost 186,563 564,133
Unrealized Loss    
Less than 12 months (1,338) (13,845)
12 Months and Greater (5,002) (5,407)
Total Unrealized Loss (6,340) (19,252)
Debt securities    
Fair value    
Less than 12 months 134,294 483,929
12 Months and Greater 39,633 44,476
Total Fair value 173,927 528,405
Cost or amortized Cost    
Less than 12 months 135,126 496,318
12 months and greater 44,212 49,883
Total Cost or Amortized Cost 179,338 546,201
Unrealized Loss    
Less than 12 months (832) (12,389)
12 Months and Greater (4,579) (5,407)
Total Unrealized Loss $ (5,411) (17,796)
Percent to Total 100.00%  
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A    
Fair value    
Total Fair value $ 142,648  
Cost or amortized Cost    
Total Cost or Amortized Cost 143,545  
Unrealized Loss    
Total Unrealized Loss $ (897)  
Percent to Total 16.60%  
Debt securities | NAIC Rating 2 | BBB | Baa    
Fair value    
Total Fair value $ 11,499  
Cost or amortized Cost    
Total Cost or Amortized Cost 11,779  
Unrealized Loss    
Total Unrealized Loss $ (280)  
Percent to Total 5.20%  
Debt securities | NAIC Rating 3 | BB | Ba    
Fair value    
Total Fair value $ 1,719  
Cost or amortized Cost    
Total Cost or Amortized Cost 1,796  
Unrealized Loss    
Total Unrealized Loss $ (77)  
Percent to Total 1.40%  
Debt securities | NAIC Rating 4 | B    
Fair value    
Total Fair value $ 14,594  
Cost or amortized Cost    
Total Cost or Amortized Cost 17,186  
Unrealized Loss    
Total Unrealized Loss $ (2,592)  
Percent to Total 47.90%  
Debt securities | NAIC Rating 5 | CCC or lower    
Fair value    
Total Fair value $ 3,467  
Cost or amortized Cost    
Total Cost or Amortized Cost 5,032  
Unrealized Loss    
Total Unrealized Loss $ (1,565)  
Percent to Total 28.90%  
U.S. government    
Fair value    
Less than 12 months $ 2,021 36,000
Total Fair value 2,021 36,000
Cost or amortized Cost    
Less than 12 months 2,027 36,112
Total Cost or Amortized Cost 2,027 36,112
Unrealized Loss    
Less than 12 months (6) (112)
Total Unrealized Loss (6) (112)
U.S. Agency    
Fair value    
Less than 12 months   8,070
Total Fair value   8,070
Cost or amortized Cost    
Less than 12 months   8,117
Total Cost or Amortized Cost   8,117
Unrealized Loss    
Less than 12 months   (47)
Total Unrealized Loss   (47)
Non-U.S. govt. & agency    
Fair value    
Less than 12 months 3,849 4,478
Total Fair value 3,849 4,478
Cost or amortized Cost    
Less than 12 months 4,039 5,035
Total Cost or Amortized Cost 4,039 5,035
Unrealized Loss    
Less than 12 months (190) (557)
Total Unrealized Loss (190) (557)
Agency MBS    
Fair value    
Less than 12 months 42,710 100,424
12 Months and Greater 9,028 18,520
Total Fair value 51,738 118,944
Cost or amortized Cost    
Less than 12 months 42,789 101,473
12 months and greater 9,228 19,090
Total Cost or Amortized Cost 52,017 120,563
Unrealized Loss    
Less than 12 months (79) (1,049)
12 Months and Greater (200) (570)
Total Unrealized Loss (279) (1,619)
ABS/CMBS    
Fair value    
Less than 12 months [1] 31,680 51,091
12 Months and Greater [1] 6,540 8,364
Total Fair value [1] 38,220 59,455
Cost or amortized Cost    
Less than 12 months [1] 31,848 51,562
12 months and greater [1] 6,614 8,499
Total Cost or Amortized Cost [1] 38,462 60,061
Unrealized Loss    
Less than 12 months [1] (168) (471)
12 Months and Greater [1] (74) (135)
Total Unrealized Loss [1] (242) (606)
Corporate    
Fair value    
Less than 12 months 23,768 275,404
12 Months and Greater 24,065 15,174
Total Fair value 47,833 290,578
Cost or amortized Cost    
Less than 12 months 23,927 285,515
12 months and greater 28,370 19,870
Total Cost or Amortized Cost 52,297 305,385
Unrealized Loss    
Less than 12 months (159) (10,111)
12 Months and Greater (4,305) (4,696)
Total Unrealized Loss (4,464) (14,807)
Municipal    
Fair value    
Less than 12 months 30,266 8,462
12 Months and Greater   2,418
Total Fair value 30,266 10,880
Cost or amortized Cost    
Less than 12 months 30,496 8,504
12 months and greater   2,424
Total Cost or Amortized Cost 30,496 10,928
Unrealized Loss    
Less than 12 months (230) (42)
12 Months and Greater   (6)
Total Unrealized Loss (230) (48)
Equity securities    
Fair value    
Less than 12 months 4,071 16,476
12 Months and Greater 2,225  
Total Fair value 6,296 16,476
Cost or amortized Cost    
Less than 12 months 4,577 17,932
12 months and greater 2,648  
Total Cost or Amortized Cost 7,225 17,932
Unrealized Loss    
Less than 12 months (506) (1,456)
12 Months and Greater (423)  
Total Unrealized Loss $ (929) $ (1,456)
[1] Non-agency asset-backed and commercial mortgage-backed