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INVESTMENTS - Unrealized Losses (Details) - USD ($)
$ in Thousands
Sep. 30, 2017
Dec. 31, 2016
Investment positions with unrealized losses    
Unrealized losses relative to total invested assets (as a percent) 0.40%  
Fair value    
Less than 12 months $ 373,323 $ 683,633
12 Months and Greater 159,973 28,517
Total Fair value 533,296 712,150
Cost or amortized Cost    
Less than 12 months 377,606 698,230
12 months and greater 164,443 32,516
Total Cost or Amortized Cost 542,049 730,746
Unrealized Loss    
Less than 12 months (4,283) (14,597)
12 Months and Greater (4,470) (3,999)
Total Unrealized Loss (8,753) (18,596)
Debt securities    
Fair value    
Less than 12 months 364,627 676,195
12 Months and Greater 155,467 26,544
Total Fair value 520,094 702,739
Cost or amortized Cost    
Less than 12 months 367,890 690,201
12 months and greater 159,265 29,868
Total Cost or Amortized Cost 527,155 720,069
Unrealized Loss    
Less than 12 months (3,263) (14,006)
12 Months and Greater (3,798) (3,324)
Total Unrealized Loss $ (7,061) (17,330)
Percent to Total 100.00%  
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A    
Fair value    
Total Fair value $ 478,024  
Cost or amortized Cost    
Total Cost or Amortized Cost 483,555  
Unrealized Loss    
Total Unrealized Loss $ (5,531)  
Percent to Total 78.30%  
Debt securities | NAIC Rating 2 | BBB | Baa    
Fair value    
Total Fair value $ 27,669  
Cost or amortized Cost    
Total Cost or Amortized Cost 27,896  
Unrealized Loss    
Total Unrealized Loss $ (227)  
Percent to Total 3.20%  
Debt securities | NAIC Rating 3 | BB | Ba    
Fair value    
Total Fair value $ 5,639  
Cost or amortized Cost    
Total Cost or Amortized Cost 5,693  
Unrealized Loss    
Total Unrealized Loss $ (54)  
Percent to Total 0.80%  
Debt securities | NAIC Rating 4 | B    
Fair value    
Total Fair value $ 7,171  
Cost or amortized Cost    
Total Cost or Amortized Cost 7,945  
Unrealized Loss    
Total Unrealized Loss $ (774)  
Percent to Total 11.00%  
Debt securities | NAIC Rating 5 | CCC or lower    
Fair value    
Total Fair value $ 1,591  
Cost or amortized Cost    
Total Cost or Amortized Cost 2,066  
Unrealized Loss    
Total Unrealized Loss $ (475)  
Percent to Total 6.70%  
U.S. government    
Fair value    
Less than 12 months $ 54,686 48,500
12 Months and Greater 3,008  
Total Fair value 57,694 48,500
Cost or amortized Cost    
Less than 12 months 55,028 49,079
12 months and greater 3,040  
Total Cost or Amortized Cost 58,068 49,079
Unrealized Loss    
Less than 12 months (342) (579)
12 Months and Greater (32)  
Total Unrealized Loss (374) (579)
U.S. Agency    
Fair value    
Less than 12 months 7,921  
Total Fair value 7,921  
Cost or amortized Cost    
Less than 12 months 8,007  
Total Cost or Amortized Cost 8,007  
Unrealized Loss    
Less than 12 months (86)  
Total Unrealized Loss (86)  
Non-U.S. govt. & agency    
Fair value    
Less than 12 months 1,973 7,647
12 Months and Greater 1,865  
Total Fair value 3,838 7,647
Cost or amortized Cost    
Less than 12 months 1,988 8,015
12 months and greater 1,896  
Total Cost or Amortized Cost 3,884 8,015
Unrealized Loss    
Less than 12 months (15) (368)
12 Months and Greater (31)  
Total Unrealized Loss (46) (368)
Mortgage-backed    
Fair value    
Less than 12 months 156,908 175,858
12 Months and Greater 56,025 5,737
Total Fair value 212,933 181,595
Cost or amortized Cost    
Less than 12 months 158,567 179,238
12 months and greater 57,319 5,925
Total Cost or Amortized Cost 215,886 185,163
Unrealized Loss    
Less than 12 months (1,659) (3,380)
12 Months and Greater (1,294) (188)
Total Unrealized Loss (2,953) (3,568)
ABS/CMBS    
Fair value    
Less than 12 months [1] 22,971 48,907
12 Months and Greater [1] 15,577 5,272
Total Fair value [1] 38,548 54,179
Cost or amortized Cost    
Less than 12 months [1] 23,032 49,372
12 months and greater [1] 15,732 5,364
Total Cost or Amortized Cost [1] 38,764 54,736
Unrealized Loss    
Less than 12 months [1] (61) (465)
12 Months and Greater [1] (155) (92)
Total Unrealized Loss [1] (216) (557)
Corporate Debt    
Fair value    
Less than 12 months 58,328 144,353
12 Months and Greater 24,028 15,535
Total Fair value 82,356 159,888
Cost or amortized Cost    
Less than 12 months 58,881 146,979
12 months and greater 25,509 18,579
Total Cost or Amortized Cost 84,390 165,558
Unrealized Loss    
Less than 12 months (553) (2,626)
12 Months and Greater (1,481) (3,044)
Total Unrealized Loss (2,034) (5,670)
Municipal    
Fair value    
Less than 12 months 61,840 250,930
12 Months and Greater 54,964  
Total Fair value 116,804 250,930
Cost or amortized Cost    
Less than 12 months 62,387 257,518
12 months and greater 55,769  
Total Cost or Amortized Cost 118,156 257,518
Unrealized Loss    
Less than 12 months (547) (6,588)
12 Months and Greater (805)  
Total Unrealized Loss (1,352) (6,588)
Equity securities    
Fair value    
Less than 12 months 8,696 7,438
12 Months and Greater 4,506 1,973
Total Fair value 13,202 9,411
Cost or amortized Cost    
Less than 12 months 9,716 8,029
12 months and greater 5,178 2,648
Total Cost or Amortized Cost 14,894 10,677
Unrealized Loss    
Less than 12 months (1,020) (591)
12 Months and Greater (672) (675)
Total Unrealized Loss $ (1,692) $ (1,266)
[1] Non-agency asset-backed and commercial mortgage-backed