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FAIR VALUE MEASUREMENTS (DETAILS 3) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Total Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) $ 15,028 $ 7,308 $ 10,937 $ 15,288
Transfers into Level 3 (Liabilities) 0 0 0 0
Transfers out of Level 3 (Liabilities) 0 0 0 0
Included in earnings (Liabilities) (809) (3,171) 2,614 (11,722)
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 1,830 1,141 805 2,223
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (14,071) (4,460) (12,378) (4,971)
Closing Balance (Liabilities) 1,978 818 1,978 818
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) 110 13 111 13
Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 50,801 83,839 49,440 73,631
Transfers into Level 3 (Assets) 20,412 5,072 20,412 5,072
Transfers out of Level 3 (Assets) 0 (39,851) (1,955) (39,851)
Included in earnings (Assets) (981) 0 (979) 0
Included in OCI (Assets) 1,222 167 1,002 205
Purchases (Assets) 3,723 20,714 9,544 31,624
Sales (Assets) (2,105) 0 (4,015) 0
Settlements/ Distributions (Assets) (840) (4,923) (1,217) (5,663)
Closing Balance (Assets) 72,232 65,018 72,232 65,018
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 97,083 36,960 27,257 37,046
Transfers into Level 3 (Assets) 0 0 36,378 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 8,878 3,208 7,862 6,738
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 6,193 0 42,905 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (4,516) (3,247) (6,764) (6,863)
Closing Balance (Assets) 107,638 36,921 107,638 36,921
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 8,878 3,208 7,862 6,738
Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 30,893 25,000 29,320 111
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) (249) 77 2,690 (990)
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 446 0 1,805 25,000
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (6,060) 0 (8,785) 956
Closing Balance (Assets) 25,030 25,077 25,030 25,077
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 114 77 105 77
Total Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 178,777 145,799 106,017 110,788
Transfers into Level 3 (Assets) 20,412 5,072 56,790 5,072
Transfers out of Level 3 (Assets) 0 (39,851) (1,955) (39,851)
Included in earnings (Assets) 7,648 3,285 9,573 5,748
Included in OCI (Assets) 1,222 167 1,002 205
Purchases (Assets) 10,362 20,714 54,254 56,624
Sales (Assets) (2,105) 0 (4,015) 0
Settlements/ Distributions (Assets) (11,416) (8,170) (16,766) (11,570)
Closing Balance (Assets) 204,900 127,016 204,900 127,016
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 8,992 3,285 7,967 6,815
Corporate Debt [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 40,250 26,857 38,518 15,837
Transfers into Level 3 (Assets) 20,412 0 20,412 0
Transfers out of Level 3 (Assets) 0 0 (1,955) 0
Included in earnings (Assets) (981) 0 (979) 0
Included in OCI (Assets) 1,164 244 1,088 424
Purchases (Assets) 3,723 20,714 9,544 31,624
Sales (Assets) (2,105) 0 (4,015) 0
Settlements/ Distributions (Assets) (441) (4,807) (591) (4,877)
Closing Balance (Assets) 62,022 43,008 62,022 43,008
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
CMBS [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 10,551 17,061 10,922 17,763
Transfers into Level 3 (Assets) 0 5,072 0 5,072
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) 58 (120) (86) (324)
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (399) (113) (626) (611)
Closing Balance (Assets) 10,210 21,900 10,210 21,900
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
ABS [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 0 39,921 0 40,031
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 (39,851) 0 (39,851)
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) 0 43 0 105
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 (3) 0 (175)
Closing Balance (Assets) 0 110 0 110
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
Other Privately Held Investments [Member] | Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 36,712 0 0 0
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) (1,150) 0 (1,150) 0
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 6,193 0 42,905 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 41,755 0 41,755 0
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) (1,150) 0 (1,150) 0
CLO-Equities [Member] | Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 60,371 36,960 27,257 37,046
Transfers into Level 3 (Assets) 0 0 36,378 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 10,028 3,208 9,012 6,738
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (4,516) (3,247) (6,764) (6,863)
Closing Balance (Assets) 65,883 36,921 65,883 36,921
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 10,028 3,208 9,012 6,738
Derivative [Member] | Other Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) 15,028 7,308 10,937 15,288
Transfers into Level 3 (Liabilities) 0 0 0 0
Transfers out of Level 3 (Liabilities) 0 0 0 0
Included in earnings (Liabilities) (809) (3,171) 2,614 (11,722)
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 1,830 1,141 805 2,223
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (14,071) (4,460) (12,378) (4,971)
Closing Balance (Liabilities) 1,978 818 1,978 818
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) 110 13 111 13
Derivative [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 5,977 0 4,395 111
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) (358) 240 2,590 (827)
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 446 0 1,805 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (6,060) 0 (8,785) 956
Closing Balance (Assets) 5 240 5 240
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 5 240 5 240
Insurance-linked securities [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 24,916 25,000 24,925 0
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 109 (163) 100 (163)
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 0 0 25,000
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 25,025 24,837 25,025 24,837
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) $ 109 $ (163) $ 100 $ (163)