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FAIR VALUE MEASUREMENTS (DETAILS 2) $ in Thousands | 12 Months Ended |
--- | --- | ---
Dec. 31, 2016 USD ($) degree_day | Dec. 31, 2015 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 830,219 | $ 816,756
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 34,941 |
Default rates | 4.00% |
Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 42,142 |
Liquidation value [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 25,759 |
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 | $ (3,968) |
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 | 3.00% |
Estimated maturity dates (years) | 2 years |
Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 5.00% |
Minimum [Member] | Liquidation value [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount Margin | 0.40% |
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 | 3.60% |
Estimated maturity dates (years) | 6 years |
Maximum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 8.00% |
Maximum [Member] | Liquidation value [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount Margin | 16.40% |
Maximum [Member] | Simulation Model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | degree_day | 5,545 |
Weather standard deviation | degree_day | 1,029 |
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 | 35.40% |
Collateral spreads | 3.00% |
Estimated maturity dates (years) | 6 years |
Weighted Average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 7.20% |
Weighted Average [Member] | Liquidation value [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 | 2.00% |

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