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INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Mar. 31, 2020
USD ($)
security
Dec. 31, 2019
USD ($)
security
U.S. government and agency    
Fair value    
12 months or greater $ 0 $ 9,536
Less than 12 months 33,246 614,705
Total 33,246 624,241
Unrealized losses    
12 months or greater 0 (67)
Less than 12 months (57) (6,246)
Total (57) (6,313)
Non-U.S. government    
Fair value    
12 months or greater 56,233 99,466
Less than 12 months 310,184 18,361
Total 366,417 117,827
Unrealized losses    
12 months or greater (4,852) (2,036)
Less than 12 months (14,326) (412)
Total (19,178) (2,448)
Corporate debt    
Fair value    
12 months or greater 86,332 121,635
Less than 12 months 2,418,579 375,858
Total 2,504,911 497,493
Unrealized losses    
12 months or greater (13,220) (3,847)
Less than 12 months (169,813) (3,709)
Total (183,033) (7,556)
Agency RMBS    
Fair value    
12 months or greater 8,532 195,395
Less than 12 months 69,214 326,402
Total 77,746 521,797
Unrealized losses    
12 months or greater (135) (1,816)
Less than 12 months (830) (1,638)
Total (965) (3,454)
CMBS    
Fair value    
12 months or greater 9,954 24,281
Less than 12 months 413,682 364,641
Total 423,636 388,922
Unrealized losses    
12 months or greater (688) (64)
Less than 12 months (16,005) (4,878)
Total (16,693) (4,942)
Non-agency RMBS    
Fair value    
12 months or greater 4,568 6,345
Less than 12 months 67,711 25,816
Total 72,279 32,161
Unrealized losses    
12 months or greater (1,405) (792)
Less than 12 months (2,064) (60)
Total (3,469) (852)
ABS    
Fair value    
12 months or greater 265,024 535,780
Less than 12 months 971,556 404,641
Total 1,236,580 940,421
Unrealized losses    
12 months or greater (28,221) (4,667)
Less than 12 months (72,641) (1,213)
Total (100,862) (5,880)
Municipals    
Fair value    
12 months or greater 0 5,418
Less than 12 months 28,367 46,684
Total 28,367 52,102
Unrealized losses    
12 months or greater 0 (34)
Less than 12 months (171) (373)
Total (171) (407)
Fixed maturities    
Fair value    
12 months or greater 430,643 997,856
Less than 12 months 4,312,539 2,177,108
Total 4,743,182 3,174,964
Unrealized losses    
12 months or greater (48,521) (13,323)
Less than 12 months (275,907) (18,529)
Total $ (324,428) $ (31,852)
Number of securities in unrealized loss position | security 2,783 1,190
Number of securities in a continuous unrealized loss position | security 320 497
Fixed maturities | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (127,000) $ (5,000)