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DERIVATIVE INSTRUMENTS (Other Underwriting-related Risks) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
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 $ (2,028) $ 9,059 $ 8,566 $ (3,563)
Investment Portfolio | Foreign exchange forward contracts | Net investment gains (losses)        
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 2,515 (2,347) 1,323 (4,719)
Investment Portfolio | Interest rate swaps | Net investment gains (losses)        
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 2,619 (3,620) 5,833 (3,181)
Underwriting Portfolio | Foreign exchange forward contracts | Foreign exchange losses (gains)        
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 (7,809) 16,385 (138) 13,628
Underwriting Portfolio | Weather-related contracts | Other insurance related income (losses)        
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 (1,697) 0 (9,629)
Underwriting Portfolio | Other underwriting-related contracts | Other insurance related income (losses)        
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 $ 647 $ 338 $ 1,548 $ 338