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GUARANTOR AND NON-GUARANTOR FINANCIAL INFORMATION (Details 3) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Sep. 30, 2015
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2014
Sep. 30, 2014
Jun. 30, 2014
Mar. 31, 2014
Dec. 31, 2013
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2013
CONDENSED CONSOLIDATING STATEMENTS OF COMPREHENSIVE INCOME                      
Net income (loss) $ (21,214) $ 90,860 $ 149,537 $ 203,042 $ 168,688 $ 192,279 $ 174,570 $ 173,182 $ 422,225 $ 708,719 $ 736,639
Other comprehensive income, net of income taxes:                      
Unrealized Appreciation (Depreciation) on securities, net                 (80,217) (19,006) 46,853
Reclassification of realized gains in net income, net                   (27,737) (92,543)
Minimum pension liability adjustments, net                 (4,286) (2,661) 11,413
Other comprehensive loss                 (84,503) (49,404) (34,277)
Comprehensive income                 337,722 659,315 702,362
Eliminations                      
CONDENSED CONSOLIDATING STATEMENTS OF COMPREHENSIVE INCOME                      
Net income (loss)                 (417,933) (719,825) (778,465)
Other comprehensive income, net of income taxes:                      
Comprehensive income                 (417,933) (719,825) (778,465)
Guarantor/Parent | Reportable Legal Entities                      
CONDENSED CONSOLIDATING STATEMENTS OF COMPREHENSIVE INCOME                      
Net income (loss)                 422,225 708,719 736,639
Other comprehensive income, net of income taxes:                      
Minimum pension liability adjustments, net                 (666) (213) 2,663
Other comprehensive loss                 (666) (213) 2,663
Comprehensive income                 421,559 708,506 739,302
Issuer Subsidiary | Reportable Legal Entities                      
CONDENSED CONSOLIDATING STATEMENTS OF COMPREHENSIVE INCOME                      
Net income (loss)                 427,100 712,268 743,435
Other comprehensive income, net of income taxes:                      
Unrealized Appreciation (Depreciation) on securities, net                 (80,217) (19,006) 46,853
Reclassification of realized gains in net income, net                   (27,737) (92,543)
Minimum pension liability adjustments, net                 (3,620) (2,448) 8,750
Other comprehensive loss                 (83,837) (49,191) (36,940)
Comprehensive income                 343,263 663,077 706,495
Non-Guarantor Subsidiaries | Reportable Legal Entities                      
CONDENSED CONSOLIDATING STATEMENTS OF COMPREHENSIVE INCOME                      
Net income (loss)                 (9,167) 7,557 35,030
Other comprehensive income, net of income taxes:                      
Comprehensive income                 $ (9,167) $ 7,557 $ 35,030