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FAIR VALUE MEASUREMENTS (DETAILS 2) $ in Thousands | 3 Months Ended |
--- | --- | ---
Mar. 31, 2016 USD ($) degree_day | Dec. 31, 2015 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ | $ 859,639 | $ 816,756
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ | $ 39,616 |
Default rates | 4.00% |
Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ | $ 20,755 |
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 | $ | $ (9,051) |
Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Loss severity rate | 35.00% |
Collateral spreads | 3.20% |
Estimated maturity dates | 3 years |
Minimum [Member] | Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount margin | 0.70% |
Minimum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | degree_day | 1 |
Weather standard deviation | degree_day | 1 |
Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Loss severity rate | 53.50% |
Collateral spreads | 4.00% |
Estimated maturity dates | 7 years |
Maximum [Member] | Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount margin | 25.90% |
Maximum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | degree_day | 2,331 |
Weather standard deviation | degree_day | 165 |
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 | 36.50% |
Collateral spreads | 3.90% |
Estimated maturity dates | 7 years |
Weighted Average [Member] | Liquidation Value Valuation Technique [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 | 5.50% |

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