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FAIR VALUE MEASUREMENTS (Details 2) $ in Thousands | 6 Months Ended |
--- | --- | ---
Jun. 30, 2017 USD ($) degree_day | Dec. 31, 2016 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 813,617 | $ 830,219
Discounted cash flow [Member] | Level 3 [Member] | Other Underwriting-related Derivatives [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Net derivative assets | $ (12,135) |
Discount rate | 2.50% |
Discounted cash flow [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 33,266 |
Default rates | 3.80% |
Loss severity rate | 35.00% |
Collateral spreads | 3.00% |
Estimated maturity dates | 7 years |
Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 42,938 |
Liquidation Value Valuation Technique [Member] | Level 3 [Member] | Other Investments - CLO-Equities [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments | $ 13,810 |
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 | $ (74) |
Weather curve | degree_day | 4,526 |
Weather standard deviation | degree_day | 360 |
Minimum [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Privately Held Investments [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 6.00% |
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 | 0.00% |
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 | 16.20% |
Weighted Average [Member] | Discounted cash flow [Member] | Level 3 [Member] | Other Underwriting-related Derivatives [Member] |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 2.50% |
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 | 3.80% |
Loss severity rate | 35.00% |
Collateral spreads | 3.00% |
Estimated maturity dates | 7 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 | 7.50% |
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 | 2.00% |

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