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INVESTMENTS - Unrealized Losses (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Investment positions with unrealized losses    
Unrealized losses relative to total invested assets (as a percent) 0.50%  
Debt securities    
Fair value    
Less than 12 months $ 92,893 $ 397,157
12 months and greater 463,648 584,017
Total Fair Value 556,541 981,174
Cost or amortized Cost    
Less than 12 months 94,606 406,953
12 months and greater 472,562 603,710
Total Cost or Amortized Cost 567,168 1,010,663
Unrealized Loss    
Less than 12 months (1,713) (9,796)
12 months and greater (8,914) (19,693)
Total Unrealized Loss $ (10,627) (29,489)
Percent to Total 100.00%  
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A    
Fair value    
Total Fair Value $ 427,442  
Cost or amortized Cost    
Total Cost or Amortized Cost 434,824  
Unrealized Loss    
Total Unrealized Loss $ (7,382)  
Percent to Total 69.50%  
Debt securities | NAIC Rating 2 | BBB | Baa    
Fair value    
Total Fair Value $ 57,548  
Cost or amortized Cost    
Total Cost or Amortized Cost 59,320  
Unrealized Loss    
Total Unrealized Loss $ (1,772)  
Percent to Total 16.70%  
Debt securities | NAIC Rating 3 | BB | Ba    
Fair value    
Total Fair Value $ 34,375  
Cost or amortized Cost    
Total Cost or Amortized Cost 34,925  
Unrealized Loss    
Total Unrealized Loss $ (550)  
Percent to Total 5.20%  
Debt securities | NAIC Rating 4 | B | B    
Fair value    
Total Fair Value $ 35,408  
Cost or amortized Cost    
Total Cost or Amortized Cost 36,178  
Unrealized Loss    
Total Unrealized Loss $ (770)  
Percent to Total 7.20%  
Debt securities | NAIC Rating 5 | CCC | Caa    
Fair value    
Total Fair Value $ 1,768  
Cost or amortized Cost    
Total Cost or Amortized Cost 1,921  
Unrealized Loss    
Total Unrealized Loss $ (153)  
Percent to Total 1.40%  
U.S. government    
Fair value    
Less than 12 months   7,249
12 months and greater $ 46,641 76,073
Total Fair Value 46,641 83,322
Cost or amortized Cost    
Less than 12 months   7,270
12 months and greater 47,025 77,037
Total Cost or Amortized Cost 47,025 84,307
Unrealized Loss    
Less than 12 months   (21)
12 months and greater (384) (964)
Total Unrealized Loss (384) (985)
U.S. Agency    
Fair value    
12 months and greater 3,988 8,843
Total Fair Value 3,988 8,843
Cost or amortized Cost    
12 months and greater 4,005 9,058
Total Cost or Amortized Cost 4,005 9,058
Unrealized Loss    
12 months and greater (17) (215)
Total Unrealized Loss (17) (215)
Non-U.S. govt. & agency    
Fair value    
Less than 12 months   5,432
12 months and greater 3,669 2,207
Total Fair Value 3,669 7,639
Cost or amortized Cost    
Less than 12 months   5,571
12 months and greater 3,962 2,599
Total Cost or Amortized Cost 3,962 8,170
Unrealized Loss    
Less than 12 months   (139)
12 months and greater (293) (392)
Total Unrealized Loss (293) (531)
Mortgage-backed    
Fair value    
Less than 12 months 1,388 25,345
12 months and greater 239,998 261,325
Total Fair Value 241,386 286,670
Cost or amortized Cost    
Less than 12 months 1,389 25,486
12 months and greater 245,490 270,632
Total Cost or Amortized Cost 246,879 296,118
Unrealized Loss    
Less than 12 months (1) (141)
12 months and greater (5,492) (9,307)
Total Unrealized Loss (5,493) (9,448)
ABS/CMBS    
Fair value    
Less than 12 months [1] 20,570 46,918
12 months and greater [1] 30,341 32,137
Total Fair Value [1] 50,911 79,055
Cost or amortized Cost    
Less than 12 months [1] 20,689 47,146
12 months and greater [1] 30,563 32,785
Total Cost or Amortized Cost [1] 51,252 79,931
Unrealized Loss    
Less than 12 months [1] (119) (228)
12 months and greater [1] (222) (648)
Total Unrealized Loss [1] (341) (876)
Corporate Debt    
Fair value    
Less than 12 months 70,935 306,177
12 months and greater 120,782 147,751
Total Fair Value 191,717 453,928
Cost or amortized Cost    
Less than 12 months 72,528 315,428
12 months and greater 123,099 154,624
Total Cost or Amortized Cost 195,627 470,052
Unrealized Loss    
Less than 12 months (1,593) (9,251)
12 months and greater (2,317) (6,873)
Total Unrealized Loss (3,910) (16,124)
Municipal    
Fair value    
Less than 12 months   6,036
12 months and greater 18,229 55,681
Total Fair Value 18,229 61,717
Cost or amortized Cost    
Less than 12 months   6,052
12 months and greater 18,418 56,975
Total Cost or Amortized Cost 18,418 63,027
Unrealized Loss    
Less than 12 months   (16)
12 months and greater (189) (1,294)
Total Unrealized Loss $ (189) $ (1,310)
[1] Non-agency asset-backed and commercial mortgage-backed