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DERIVATIVE INSTRUMENTS (Other Underwriting-related Risks) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 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 $ (663) $ 11,586 $ 7,904 $ 8,210
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 766 (1,815) 2,090 (6,534)
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 1,859 520 7,692 (2,661)
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 (3,965) 12,367 (4,103) 26,182
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 0 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 $ 677 $ 514 $ 2,225 $ 852