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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%