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FAIR VALUE MEASUREMENTS (DETAILS 3) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Total Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) $ 1,978 $ 818 $ 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) (169) (331) 2,445 (12,053)
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 6,384 6,475 7,189 8,698
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (9) 0 (12,387) (4,971)
Closing Balance (Liabilities) 8,184 6,962 8,184 6,962
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) 335 (331) 457 (318)
Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 72,232 65,018 49,440 73,631
Transfers into Level 3 (Assets) 0 0 20,412 5,072
Transfers out of Level 3 (Assets) 0 (9,902) (1,955) (49,753)
Included in earnings (Assets) (9) (2) (988) (2)
Included in OCI (Assets) 52 81 1,054 286
Purchases (Assets) 7,563 22,821 17,107 54,445
Sales (Assets) 0 0 (4,015) 0
Settlements/ Distributions (Assets) (1,826) (4,867) (3,043) (10,530)
Closing Balance (Assets) 78,012 73,149 78,012 73,149
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) 107,638 36,921 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) 8,064 1,192 15,926 7,930
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 1,500 0 44,405 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (10,519) (3,118) (17,283) (9,981)
Closing Balance (Assets) 106,683 34,995 106,683 34,995
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 8,064 1,192 15,926 7,930
Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 25,030 25,077 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) 923 210 3,613 (780)
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 1,818 0 3,623 25,000
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 (240) (8,785) 716
Closing Balance (Assets) 27,771 25,047 27,771 25,047
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 923 210 1,027 47
Total Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 204,900 127,016 106,017 110,788
Transfers into Level 3 (Assets) 0 0 56,790 5,072
Transfers out of Level 3 (Assets) 0 (9,902) (1,955) (49,753)
Included in earnings (Assets) 8,978 1,400 18,551 7,148
Included in OCI (Assets) 52 81 1,054 286
Purchases (Assets) 10,881 22,821 65,135 79,445
Sales (Assets) 0 0 (4,015) 0
Settlements/ Distributions (Assets) (12,345) (8,225) (29,111) (19,795)
Closing Balance (Assets) 212,466 133,191 212,466 133,191
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 8,987 1,402 16,953 7,977
Corporate Debt [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 62,022 43,008 38,518 15,837
Transfers into Level 3 (Assets) 0 0 20,412 0
Transfers out of Level 3 (Assets) 0 0 (1,955) 0
Included in earnings (Assets) (9) (2) (988) (2)
Included in OCI (Assets) 100 300 1,188 724
Purchases (Assets) 7,563 22,821 17,107 54,445
Sales (Assets) 0 0 (4,015) 0
Settlements/ Distributions (Assets) (584) (4,403) (1,175) (9,280)
Closing Balance (Assets) 69,092 61,724 69,092 61,724
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) 10,210 21,900 10,922 17,763
Transfers into Level 3 (Assets) 0 0 0 5,072
Transfers out of Level 3 (Assets) 0 (9,902) 0 (9,902)
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) (48) (219) (134) (543)
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (1,242) (461) (1,868) (1,072)
Closing Balance (Assets) 8,920 11,318 8,920 11,318
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) 0 110 0 40,031
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 (39,851)
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) 0 0 0 105
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 (3) 0 (178)
Closing Balance (Assets) 0 107 0 107
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) 41,755 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) (355) 0 (1,505) 0
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 1,500 0 44,405 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 42,900 0 42,900 0
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) (355) 0 (1,505) 0
CLO-Equities [Member] | Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 65,883 36,921 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) 8,419 1,192 17,431 7,930
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (10,519) (3,118) (17,283) (9,981)
Closing Balance (Assets) 63,783 34,995 63,783 34,995
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 8,419 1,192 17,431 7,930
Derivative [Member] | Other Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) 1,978 818 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) (169) (331) 2,445 (12,053)
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 6,384 6,475 7,189 8,698
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (9) 0 (12,387) (4,971)
Closing Balance (Liabilities) 8,184 6,962 8,184 6,962
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) 335 (331) 457 (318)
Derivative [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 5 240 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) 665 35 3,255 (792)
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 1,818 0 3,623 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 (240) (8,785) 716
Closing Balance (Assets) 2,488 35 2,488 35
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 665 35 669 35
Insurance-linked securities [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 25,025 24,837 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) 258 175 358 12
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) 25,283 25,012 25,283 25,012
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) $ 258 $ 175 $ 358 $ 12