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INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Mar. 31, 2019
USD ($)
security
Dec. 31, 2018
USD ($)
security
U.S. government and agency    
Fixed maturities    
Fair Value - 12 months or greater $ 371,995 $ 374,030
Unrealized Losses - 12 months or greater (4,194) (7,659)
Fair Value - Less than 12 months 220,718 424,439
Unrealized Losses - Less than 12 months (318) (1,018)
Total Fair Value of Securities in Unrealized Loss Position 592,713 798,469
Total Unrealized Losses (4,512) (8,677)
Non-U.S. government    
Fixed maturities    
Fair Value - 12 months or greater 95,715 44,339
Unrealized Losses - 12 months or greater (3,368) (2,004)
Fair Value - Less than 12 months 136,310 303,376
Unrealized Losses - Less than 12 months (3,473) (14,116)
Total Fair Value of Securities in Unrealized Loss Position 232,025 347,715
Total Unrealized Losses (6,841) (16,120)
Corporate debt    
Fixed maturities    
Fair Value - 12 months or greater 1,134,227 1,439,378
Unrealized Losses - 12 months or greater (20,122) (58,915)
Fair Value - Less than 12 months 727,267 2,547,135
Unrealized Losses - Less than 12 months (13,602) (69,529)
Total Fair Value of Securities in Unrealized Loss Position 1,861,494 3,986,513
Total Unrealized Losses (33,724) (128,444)
Agency RMBS    
Fixed maturities    
Fair Value - 12 months or greater 849,681 940,645
Unrealized Losses - 12 months or greater (16,949) (29,255)
Fair Value - Less than 12 months 26,971 117,181
Unrealized Losses - Less than 12 months (129) (629)
Total Fair Value of Securities in Unrealized Loss Position 876,652 1,057,826
Total Unrealized Losses (17,078) (29,884)
CMBS    
Fixed maturities    
Fair Value - 12 months or greater 244,188 455,582
Unrealized Losses - 12 months or greater (1,500) (11,430)
Fair Value - Less than 12 months 85,473 353,802
Unrealized Losses - Less than 12 months (325) (2,365)
Total Fair Value of Securities in Unrealized Loss Position 329,661 809,384
Total Unrealized Losses (1,825) (13,795)
Non-Agency RMBS    
Fixed maturities    
Fair Value - 12 months or greater 9,360 9,494
Unrealized Losses - 12 months or greater (905) (1,170)
Fair Value - Less than 12 months 12,111 11,432
Unrealized Losses - Less than 12 months (116) (112)
Total Fair Value of Securities in Unrealized Loss Position 21,471 20,926
Total Unrealized Losses (1,021) (1,282)
ABS    
Fixed maturities    
Fair Value - 12 months or greater 273,759 237,237
Unrealized Losses - 12 months or greater (2,757) (2,755)
Fair Value - Less than 12 months 846,715 1,150,692
Unrealized Losses - Less than 12 months (6,591) (12,485)
Total Fair Value of Securities in Unrealized Loss Position 1,120,474 1,387,929
Total Unrealized Losses (9,348) (15,240)
Municipals    
Fixed maturities    
Fair Value - 12 months or greater 42,745 68,814
Unrealized Losses - 12 months or greater (452) (1,373)
Fair Value - Less than 12 months 15,779 9,894
Unrealized Losses - Less than 12 months (30) (24)
Total Fair Value of Securities in Unrealized Loss Position 58,524 78,708
Total Unrealized Losses (482) (1,397)
Fixed maturities    
Fixed maturities    
Fair Value - 12 months or greater 3,021,670 3,569,519
Unrealized Losses - 12 months or greater (50,247) (114,561)
Fair Value - Less than 12 months 2,071,344 4,917,951
Unrealized Losses - Less than 12 months (24,584) (100,278)
Total Fair Value of Securities in Unrealized Loss Position 5,093,014 8,487,470
Total Unrealized Losses $ (74,831) $ (214,839)
Number of available for sale securities in unrealized loss positions | security 2,521 3,599
Number of available for sale securities in unrealized loss positions for 12 months or greater | security 1,553 1,656
Fixed maturities | Below Investment Grade or Not Rated    
Fixed maturities    
Total Unrealized Losses $ (15,000) $ (49,000)