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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