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FAIR VALUE MEASUREMENTS (DETAILS 2) $ in Thousands | 9 Months Ended |
--- | --- | ---
Sep. 30, 2015 USD ($) degree_day | Dec. 31, 2014 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Fixed maturities | $ | $ 12,139,595 | $ 12,129,273
Other investments | $ | 800,319 | $ 965,465
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ | $ 34,996 |
Loss severity rate | 53.50% |
Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Net derivative assets | $ | $ (6,927) |
Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Default rates | 4.00% |
Collateral spreads | 3.00% |
Estimated maturity dates | 2 years 7 months 24 days |
Minimum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | 30 |
Weather standard deviation | 78 |
Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Default rates | 5.00% |
Collateral spreads | 3.50% |
Estimated maturity dates | 4 years 1 month 13 days |
Maximum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | 2,830 |
Weather standard deviation | 240 |
Weighted Average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Default rates | 4.30% |
Loss severity rate | 53.50% |
Collateral spreads | 3.30% |
Estimated maturity dates | 3 years 3 months 7 days |

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