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INVESTMENTS - Unrealized Losses (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Debt securities    
Fair value    
Less than 12 months $ 181,275 $ 169,311
12 months and greater 21,231 77,565
Total Fair Value 202,506 246,876
Cost or amortized Cost    
Amortized cost, less than 12 months 187,933 171,028
12 months and greater 22,252 78,501
Total Cost or Amortized Cost 210,185 249,529
Unrealized Loss    
Less than 12 months (6,658) (1,717)
12 months and greater (1,021) (936)
Total Unrealized Loss $ (7,679) (2,653)
Percent to Total 100.00%  
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A    
Fair value    
Total Fair Value $ 98,089  
Cost or amortized Cost    
Total Cost or Amortized Cost 100,257  
Unrealized Loss    
Total Unrealized Loss $ (2,168)  
Percent to Total 28.20%  
Debt securities | NAIC Rating 2 | BBB | Baa    
Fair value    
Total Fair Value $ 9,860  
Cost or amortized Cost    
Total Cost or Amortized Cost 10,076  
Unrealized Loss    
Total Unrealized Loss $ (216)  
Percent to Total 2.80%  
Debt securities | NAIC Rating 3 | BB | Ba    
Fair value    
Total Fair Value $ 49,264  
Cost or amortized Cost    
Total Cost or Amortized Cost 51,161  
Unrealized Loss    
Total Unrealized Loss $ (1,897)  
Percent to Total 24.70%  
Debt securities | NAIC Rating 4 | B | B    
Fair value    
Total Fair Value $ 40,086  
Cost or amortized Cost    
Total Cost or Amortized Cost 42,541  
Unrealized Loss    
Total Unrealized Loss $ (2,455)  
Percent to Total 32.00%  
Debt securities | NAIC Rating 5 | CCC | Caa    
Fair value    
Total Fair Value $ 5,019  
Cost or amortized Cost    
Total Cost or Amortized Cost 5,822  
Unrealized Loss    
Total Unrealized Loss $ (803)  
Percent to Total 10.50%  
Debt securities | NAIC Six Rating Member | Standard Poors CC Or Lower Member | Ca    
Fair value    
Total Fair Value $ 188  
Cost or amortized Cost    
Total Cost or Amortized Cost 328  
Unrealized Loss    
Total Unrealized Loss $ (140)  
Percent to Total 1.80%  
U.S. government    
Fair value    
Less than 12 months   2,505
12 months and greater   8,463
Total Fair Value   10,968
Cost or amortized Cost    
Amortized cost, less than 12 months   2,506
12 months and greater   8,494
Total Cost or Amortized Cost   11,000
Unrealized Loss    
Less than 12 months   (1)
12 months and greater   (31)
Total Unrealized Loss   (32)
U.S. Agency    
Fair value    
Less than 12 months   6,794
Total Fair Value   6,794
Cost or amortized Cost    
Amortized cost, less than 12 months   6,836
Total Cost or Amortized Cost   6,836
Unrealized Loss    
Less than 12 months   (42)
Total Unrealized Loss   (42)
Non-U.S. govt. & agency    
Fair value    
Less than 12 months $ 1,995  
Total Fair Value 1,995  
Cost or amortized Cost    
Amortized cost, less than 12 months 2,020  
Total Cost or Amortized Cost 2,020  
Unrealized Loss    
Less than 12 months (25)  
Total Unrealized Loss (25)  
Agency MBS    
Fair value    
Less than 12 months 22,294 21,548
12 months and greater 468 41,718
Total Fair Value 22,762 63,266
Cost or amortized Cost    
Amortized cost, less than 12 months 22,368 21,664
12 months and greater 471 42,165
Total Cost or Amortized Cost 22,839 63,829
Unrealized Loss    
Less than 12 months (74) (116)
12 months and greater (3) (447)
Total Unrealized Loss (77) (563)
ABS/CMBS    
Fair value    
Less than 12 months 34,445 74,968
12 months and greater 15,578 18,036
Total Fair Value 50,023 93,004
Cost or amortized Cost    
Amortized cost, less than 12 months 35,297 75,332
12 months and greater 15,931 18,148
Total Cost or Amortized Cost 51,228 93,480
Unrealized Loss    
Less than 12 months (852) (364)
12 months and greater (353) (112)
Total Unrealized Loss (1,205) (476)
Corporate Debt    
Fair value    
Less than 12 months 110,503 16,478
12 months and greater 5,185 9,348
Total Fair Value 115,688 25,826
Cost or amortized Cost    
Amortized cost, less than 12 months 116,140 16,950
12 months and greater 5,850 9,694
Total Cost or Amortized Cost 121,990 26,644
Unrealized Loss    
Less than 12 months (5,637) (472)
12 months and greater (665) (346)
Total Unrealized Loss (6,302) (818)
Municipal    
Fair value    
Less than 12 months 12,038 47,018
Total Fair Value 12,038 47,018
Cost or amortized Cost    
Amortized cost, less than 12 months 12,108 47,740
Total Cost or Amortized Cost 12,108 47,740
Unrealized Loss    
Less than 12 months (70) (722)
Total Unrealized Loss $ (70) $ (722)