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FAIR VALUE MEASUREMENTS - Level 3 for financial instruments measured at fair value (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Total liabilities    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance $ 6,500 $ 10,937
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 9,320 1,862
Included in OCI 0 0
Purchases 12,472 2,723
Sales 0 0
Settlements/ Distributions (16,782) (9,022)
Closing Balance 11,510 6,500
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date (962) (654)
Derivative instruments | Other liabilities    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 6,500 10,937
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 9,320 1,862
Included in OCI 0 0
Purchases 12,472 2,723
Sales 0 0
Settlements/ Distributions (16,782) (9,022)
Closing Balance 11,510 6,500
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date (962) (654)
Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 96,400 49,440
Transfers into Level 3 2,324 5,733
Transfers out of Level 3 (21,670) (7,471)
Included in net income (503) (1,037)
Included in OCI (39) 187
Purchases 17,062 66,679
Sales (22,903) (4,371)
Settlements/ Distributions (17,774) (12,760)
Closing Balance 52,897 96,400
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
Fixed maturities | Corporate debt    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 75,875 38,518
Transfers into Level 3 2,324 5,733
Transfers out of Level 3 (2,721) (4,955)
Included in net income (503) (1,037)
Included in OCI (1,524) 1,296
Purchases 17,062 48,298
Sales (22,903) (4,371)
Settlements/ Distributions (14,713) (7,607)
Closing Balance 52,897 75,875
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
Fixed maturities | CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 3,061 10,922
Transfers into Level 3 0 0
Transfers out of Level 3 0 (2,516)
Included in net income 0 0
Included in OCI 0 (192)
Purchases 0 0
Sales 0 0
Settlements/ Distributions (3,061) (5,153)
Closing Balance 0 3,061
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
Fixed maturities | ABS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 17,464 0
Transfers into Level 3 0 0
Transfers out of Level 3 (18,949) 0
Included in net income 0 0
Included in OCI 1,485 (917)
Purchases 0 18,381
Sales 0 0
Settlements/ Distributions 0 0
Closing Balance 0 17,464
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
Other investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 102,842 27,257
Transfers into Level 3 0 36,378
Transfers out of Level 3 0 0
Included in net income 4,142 16,713
Included in OCI 0 0
Purchases 2,704 44,405
Sales 0 0
Settlements/ Distributions (31,845) (21,911)
Closing Balance 77,843 102,842
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 4,142 16,713
Other investments | Other privately held investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 42,142 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 1,584 (2,263)
Included in OCI 0 0
Purchases 2,704 44,405
Sales 0 0
Settlements/ Distributions 0 0
Closing Balance 46,430 42,142
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 1,584 (2,263)
Other investments | CLO-Equities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 60,700 27,257
Transfers into Level 3 0 36,378
Transfers out of Level 3 0 0
Included in net income 2,558 18,976
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions (31,845) (21,911)
Closing Balance 31,413 60,700
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 2,558 18,976
Other assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 27,555 29,320
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 720 6,870
Included in OCI 0 0
Purchases 0 1,289
Sales 0 0
Settlements/ Distributions (3,185) (9,924)
Closing Balance 25,090 27,555
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 67 1,298
Other assets | Derivative instruments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 2,532 4,395
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 653 6,772
Included in OCI 0 0
Purchases 0 1,289
Sales 0 0
Settlements/ Distributions (3,185) (9,924)
Closing Balance 0 2,532
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 1,200
Other assets | Insurance-linked securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 25,023 24,925
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 67 98
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions 0 0
Closing Balance 25,090 25,023
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 67 98
Total assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 226,797 106,017
Transfers into Level 3 2,324 42,111
Transfers out of Level 3 (21,670) (7,471)
Included in net income 4,359 22,546
Included in OCI (39) 187
Purchases 19,766 112,373
Sales (22,903) (4,371)
Settlements/ Distributions (52,804) (44,595)
Closing Balance 155,830 226,797
Change in unrealized investment gain/(loss) relating to assets held at the reporting date $ 4,209 $ 18,011