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INVESTMENTS - Unrealized Losses (Details) - USD ($)
$ in Thousands
Sep. 30, 2018
Dec. 31, 2017
Investment positions with unrealized losses    
Unrealized losses relative to total invested assets (as a percent) 1.60%  
Debt securities    
Fair value    
Less than 12 months $ 775,537 $ 372,467
12 months and greater 474,878 254,270
Total Fair Value 1,250,415 626,737
Cost or amortized Cost    
Less than 12 months 789,058 375,790
12 months and greater 496,508 259,335
Total Cost or Amortized Cost 1,285,566 635,125
Unrealized Loss    
Less than 12 months 13,521 3,323
12 months and greater 21,630 5,065
Total Unrealized Loss $ 35,151 8,388
Percent to Total 100.00%  
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A    
Fair value    
Total Fair Value $ 1,074,126  
Cost or amortized Cost    
Total Cost or Amortized Cost 1,103,857  
Unrealized Loss    
Total Unrealized Loss $ 29,731  
Percent to Total 84.60%  
Debt securities | NAIC Rating 2 | BBB | Baa    
Fair value    
Total Fair Value $ 131,948  
Cost or amortized Cost    
Total Cost or Amortized Cost 136,227  
Unrealized Loss    
Total Unrealized Loss $ 4,279  
Percent to Total 12.20%  
Debt securities | NAIC Rating 3 | BB | Ba    
Fair value    
Total Fair Value $ 28,491  
Cost or amortized Cost    
Total Cost or Amortized Cost 29,221  
Unrealized Loss    
Total Unrealized Loss $ 730  
Percent to Total 2.10%  
Debt securities | NAIC Rating 4 | B | B    
Fair value    
Total Fair Value $ 14,386  
Cost or amortized Cost    
Total Cost or Amortized Cost 14,712  
Unrealized Loss    
Total Unrealized Loss $ 326  
Percent to Total 0.90%  
Debt securities | NAIC Rating 5 | CCC | Caa    
Fair value    
Total Fair Value $ 1,464  
Cost or amortized Cost    
Total Cost or Amortized Cost 1,549  
Unrealized Loss    
Total Unrealized Loss $ 85  
Percent to Total 0.20%  
U.S. government    
Fair value    
Less than 12 months $ 72,347 58,009
12 months and greater 99,558 30,888
Total Fair Value 171,905 88,897
Cost or amortized Cost    
Less than 12 months 72,981 58,443
12 months and greater 102,484 31,349
Total Cost or Amortized Cost 175,465 89,792
Unrealized Loss    
Less than 12 months 634 434
12 months and greater 2,926 461
Total Unrealized Loss 3,560 895
U.S. Agency    
Fair value    
Less than 12 months 17,408 10,917
12 months and greater 10,384  
Total Fair Value 27,792 10,917
Cost or amortized Cost    
Less than 12 months 17,622 11,027
12 months and greater 11,025  
Total Cost or Amortized Cost 28,647 11,027
Unrealized Loss    
Less than 12 months 214 110
12 months and greater 641  
Total Unrealized Loss 855 110
Non-U.S. govt. & agency    
Fair value    
Less than 12 months 6,214  
12 months and greater 1,693 1,840
Total Fair Value 7,907 1,840
Cost or amortized Cost    
Less than 12 months 6,280  
12 months and greater 1,898 1,896
Total Cost or Amortized Cost 8,178 1,896
Unrealized Loss    
Less than 12 months 66  
12 months and greater 205 56
Total Unrealized Loss 271 56
Mortgage-backed    
Fair value    
Less than 12 months 152,341 122,130
12 months and greater 206,541 111,306
Total Fair Value 358,882 233,436
Cost or amortized Cost    
Less than 12 months 155,615 123,559
12 months and greater 218,016 113,955
Total Cost or Amortized Cost 373,631 237,514
Unrealized Loss    
Less than 12 months 3,274 1,429
12 months and greater 11,475 2,649
Total Unrealized Loss 14,749 4,078
ABS/CMBS    
Fair value    
Less than 12 months [1] 82,967 23,406
12 months and greater [1] 28,580 21,587
Total Fair Value [1] 111,547 44,993
Cost or amortized Cost    
Less than 12 months [1] 83,647 23,491
12 months and greater [1] 29,183 21,817
Total Cost or Amortized Cost [1] 112,830 45,308
Unrealized Loss    
Less than 12 months [1] 680 85
12 months and greater [1] 603 230
Total Unrealized Loss [1] 1,283 315
Corporate Debt    
Fair value    
Less than 12 months 387,421 86,946
12 months and greater 84,835 28,600
Total Fair Value 472,256 115,546
Cost or amortized Cost    
Less than 12 months 395,327 87,736
12 months and greater 88,830 29,491
Total Cost or Amortized Cost 484,157 117,227
Unrealized Loss    
Less than 12 months 7,906 790
12 months and greater 3,995 891
Total Unrealized Loss 11,901 1,681
Municipal    
Fair value    
Less than 12 months 56,839 71,059
12 months and greater 43,287 60,049
Total Fair Value 100,126 131,108
Cost or amortized Cost    
Less than 12 months 57,586 71,534
12 months and greater 45,072 60,827
Total Cost or Amortized Cost 102,658 132,361
Unrealized Loss    
Less than 12 months 747 475
12 months and greater 1,785 778
Total Unrealized Loss $ 2,532 $ 1,253
[1] Non-agency asset-backed and commercial mortgage-backed