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DERIVATIVE INSTRUMENTS - Balance sheet classification of derivatives recorded at fair value (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value $ 3,174 $ 8,237
Liability derivative fair value 13,637 14,522
Not Designated as Hedging Instruments | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 3,174 8,237
Not Designated as Hedging Instruments | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 13,637 14,522
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 68,998 79,336
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 0 262
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 1,405 531
Not Designated as Hedging Instruments | Investment Portfolio | Interest rate swaps    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 0 150,000
Not Designated as Hedging Instruments | Investment Portfolio | Interest rate swaps | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 0 0
Not Designated as Hedging Instruments | Investment Portfolio | Interest rate swaps | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 0 1,116
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 1,038,630 737,419
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 3,174 7,975
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value 2,560 2,576
Not Designated as Hedging Instruments | Underwriting Portfolio | Other underwriting-related derivatives    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 85,000 85,000
Not Designated as Hedging Instruments | Underwriting Portfolio | Other underwriting-related derivatives | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Asset derivative fair value 0 0
Not Designated as Hedging Instruments | Underwriting Portfolio | Other underwriting-related derivatives | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Liability derivative fair value $ 9,672 $ 10,299