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DERIVATIVE INSTRUMENTS - Unrealized and realized gains (losses) recognized in earnings for derivatives (Details) - Not Designated as Hedging Instruments - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 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 $ (10,712) $ 4,320 $ 8,961
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 1,854 3,446 (6,935)
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 (3,677) 1,999 (1,334)
Underwriting Portfolio | Foreign exchange forward contracts | Foreign exchange 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 (10,678) (3,509) 25,383
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 (9,629)
Underwriting Portfolio | Other underwriting-related derivatives | 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 $ 1,789 $ 2,384 $ 1,476