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INVESTMENTS - Unrealized Losses (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Investment positions with unrealized losses    
Unrealized losses relative to total invested assets (as a percent) 0.10%  
Unrealized Loss    
Total Unrealized Loss $ (2,500)  
Debt securities    
Fair value    
Less than 12 months 74,891 $ 397,157
12 months and greater 91,106 584,017
Total Fair Value 165,997 981,174
Cost or amortized Cost    
Less than 12 months 75,760 406,953
12 months and greater 92,737 603,710
Total Cost or Amortized Cost 168,497 1,010,663
Unrealized Loss    
Less than 12 months (869) (9,796)
12 months and greater (1,631) (19,693)
Total Unrealized Loss $ (2,500) (29,489)
Percent to Total 100.00%  
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A    
Fair value    
Total Fair Value $ 121,660  
Cost or amortized Cost    
Total Cost or Amortized Cost 122,495  
Unrealized Loss    
Total Unrealized Loss $ (835)  
Percent to Total 33.40%  
Debt securities | NAIC Rating 2 | BBB | Baa    
Fair value    
Total Fair Value $ 11,683  
Cost or amortized Cost    
Total Cost or Amortized Cost 12,031  
Unrealized Loss    
Total Unrealized Loss $ (348)  
Percent to Total 13.90%  
Debt securities | NAIC Rating 3 | BB | Ba    
Fair value    
Total Fair Value $ 11,981  
Cost or amortized Cost    
Total Cost or Amortized Cost 12,481  
Unrealized Loss    
Total Unrealized Loss $ (500)  
Percent to Total 20.00%  
Debt securities | NAIC Rating 4 | B | B    
Fair value    
Total Fair Value $ 20,245  
Cost or amortized Cost    
Total Cost or Amortized Cost 20,977  
Unrealized Loss    
Total Unrealized Loss $ (732)  
Percent to Total 29.30%  
Debt securities | NAIC Rating 5 | CCC | Caa    
Fair value    
Total Fair Value $ 428  
Cost or amortized Cost    
Total Cost or Amortized Cost 513  
Unrealized Loss    
Total Unrealized Loss $ (85)  
Percent to Total 3.40%  
U.S. government    
Fair value    
Less than 12 months $ 998 7,249
12 months and greater 15,717 76,073
Total Fair Value 16,715 83,322
Cost or amortized Cost    
Less than 12 months 999 7,270
12 months and greater 15,777 77,037
Total Cost or Amortized Cost 16,776 84,307
Unrealized Loss    
Less than 12 months (1) (21)
12 months and greater (60) (964)
Total Unrealized Loss (61) (985)
U.S. Agency    
Fair value    
12 months and greater   8,843
Total Fair Value   8,843
Cost or amortized Cost    
12 months and greater   9,058
Total Cost or Amortized Cost   9,058
Unrealized Loss    
12 months and greater   (215)
Total Unrealized Loss   (215)
Non-U.S. govt. & agency    
Fair value    
Less than 12 months   5,432
12 months and greater 1,710 2,207
Total Fair Value 1,710 7,639
Cost or amortized Cost    
Less than 12 months   5,571
12 months and greater 1,899 2,599
Total Cost or Amortized Cost 1,899 8,170
Unrealized Loss    
Less than 12 months   (139)
12 months and greater (189) (392)
Total Unrealized Loss (189) (531)
Mortgage-backed    
Fair value    
Less than 12 months 6,209 25,345
12 months and greater 49,352 261,325
Total Fair Value 55,561 286,670
Cost or amortized Cost    
Less than 12 months 6,215 25,486
12 months and greater 49,917 270,632
Total Cost or Amortized Cost 56,132 296,118
Unrealized Loss    
Less than 12 months (6) (141)
12 months and greater (565) (9,307)
Total Unrealized Loss (571) (9,448)
ABS/CMBS    
Fair value    
Less than 12 months 26,521 46,918
12 months and greater 8,101 32,137
Total Fair Value 34,622 79,055
Cost or amortized Cost    
Less than 12 months 26,600 47,146
12 months and greater 8,166 32,785
Total Cost or Amortized Cost 34,766 79,931
Unrealized Loss    
Less than 12 months (79) (228)
12 months and greater (65) (648)
Total Unrealized Loss (144) (876)
Corporate Debt    
Fair value    
Less than 12 months 32,584 306,177
12 months and greater 16,226 147,751
Total Fair Value 48,810 453,928
Cost or amortized Cost    
Less than 12 months 33,341 315,428
12 months and greater 16,978 154,624
Total Cost or Amortized Cost 50,319 470,052
Unrealized Loss    
Less than 12 months (757) (9,251)
12 months and greater (752) (6,873)
Total Unrealized Loss (1,509) (16,124)
Municipal    
Fair value    
Less than 12 months 8,579 6,036
12 months and greater   55,681
Total Fair Value 8,579 61,717
Cost or amortized Cost    
Less than 12 months 8,605 6,052
12 months and greater   56,975
Total Cost or Amortized Cost 8,605 63,027
Unrealized Loss    
Less than 12 months (26) (16)
12 months and greater   (1,294)
Total Unrealized Loss $ (26) $ (1,310)