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DERIVATIVE INSTRUMENTS (DETAILS) - USD ($)
$ in Thousands
Sep. 30, 2015
Dec. 31, 2014
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset Derivative Fair Value $ 2,608 $ 7,264
Liability Derivative Fair Value 16,307 18,329
Other Assets [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset Derivative Fair Value 2,608 7,264
Other Liabilities [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability Derivative Fair Value 16,307 18,329
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 218,921 161,678
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset Derivative Fair Value 1,422 3,925
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability Derivative Fair Value 22 12
Investment Portfolio [Member] | Interest Rate Swap [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 0 140,000
Investment Portfolio [Member] | Interest Rate Swap [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset Derivative Fair Value 0 0
Investment Portfolio [Member] | Interest Rate Swap [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability Derivative Fair Value 0 248
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 712,136 577,836
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset Derivative Fair Value 0 3,228
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability Derivative Fair Value 9,323 2,781
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 53,206 58,124
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset Derivative Fair Value 35 111
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability Derivative Fair Value 6,962 15,288
Underwriting Portfolio [Member] | Commodity Contract [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 77,875 0
Underwriting Portfolio [Member] | Commodity Contract [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset Derivative Fair Value 1,151 0
Underwriting Portfolio [Member] | Commodity Contract [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability Derivative Fair Value $ 0 $ 0