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FAIR VALUE MEASUREMENTS (Details 2) $ in Thousands | 3 Months Ended |
--- | --- | ---
Mar. 31, 2017 USD ($) degree_day | Dec. 31, 2016 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 780,395 | $ 830,219
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 32,748 |
Default rates | 4.00% |
Loss severity rate | 35.00% |
Collateral spreads | 3.00% |
Estimated maturity dates | 6 years |
Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 42,378 |
Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 21,644 |
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 | $ (13,424) |
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 Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount margin | 0.30% |
Minimum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | degree_day | 94 |
Weather standard deviation | degree_day | 55 |
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 Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount margin | 14.10% |
Maximum [Member] | Simulation model [Member] | Level 3 [Member] | Weather Related Derivative [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Weather curve | degree_day | 4,526 |
Weather standard deviation | degree_day | 380 |
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 | 35.00% |
Collateral spreads | 3.00% |
Estimated maturity dates | 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 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 | 1.80% |

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