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FAIR VALUE MEASUREMENTS (DETAILS 2) $ in Thousands | 12 Months Ended |
--- | --- | ---
Dec. 31, 2015 USD ($) degree_day | Dec. 31, 2014 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ | $ 816,756 | $ 965,465
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ | $ 3,238 |
Default rates | 4.00% |
Loss severity rate | 53.50% |
Liquidation value [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ | $ 24,019 |
Fair value of collateral | 100.00% |
Simulation Model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Net derivative assets | $ | $ (6,542) |
Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Collateral spreads | 3.20% |
Estimated maturity dates (years) | 2 years 7 months 21 days |
Minimum [Member] | Liquidation value [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount Margin | 2.20% |
Minimum [Member] | Simulation Model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | degree_day | 30 |
Weather standard deviation | degree_day | 65 |
Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Collateral spreads | 3.50% |
Estimated maturity dates (years) | 4 years 1 month 13 days |
Maximum [Member] | Liquidation value [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount Margin | 16.30% |
Maximum [Member] | Simulation Model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | degree_day | 2,462 |
Weather standard deviation | degree_day | 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 | 4.00% |
Loss severity rate | 53.50% |
Collateral spreads | 3.30% |
Estimated maturity dates (years) | 3 years 9 months 22 days |
Weighted Average [Member] | Liquidation value [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Fair value of collateral | 100.00% |
Discount Margin | 5.00% |

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