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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%