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DERIVATIVE INSTRUMENTS (DETAILS 3) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges $ 2,605 $ 1,476 $ (611) $ (3,915)
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Net Realized Investment Gains (Losses) [Member]        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges 155 6,412 39 11,234
Investment Portfolio [Member] | Interest Rate Swap [Member] | Net Realized Investment Gains (Losses) [Member]        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges 0 0 0 (4,006)
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Foreign Exchange Gains (Losses) [Member]        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges (182) (5,210) (2,958) (21,494)
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Other Insurance Related Income [Member]        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges 833 307 809 11,274
Underwriting Portfolio [Member] | Commodity Contract [Member] | Other Insurance Related Income [Member]        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges $ 1,799 $ (33) $ 1,499 $ (923)