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FAIR VALUE MEASUREMENTS (Significant Unobservable Inputs) (Details) $ in Thousands | 6 Months Ended |
--- | --- | ---
Jun. 30, 2020 USD ($) | Dec. 31, 2019 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 768,635 | $ 770,923
Derivatives - Other underwriting-related derivatives | (11,668) | (13,637)
Fixed maturities | 12,046,415 | 12,468,205
Other privately held investments |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | 37,420 | 36,934
Significant unobservable inputs (Level 3) |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | 47,363 | 51,262
Derivatives - Other underwriting-related derivatives | (9,818) | (9,672)
Fixed maturities | 16,735 | 8,021
Significant unobservable inputs (Level 3) | Discounted cash flow |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Derivatives - Other underwriting-related derivatives | $ (9,818) |
Significant unobservable inputs (Level 3) | Discounted cash flow | Discount rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 0.005 |
Significant unobservable inputs (Level 3) | Discounted cash flow | Discount rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 0.005 |
Significant unobservable inputs (Level 3) | Other privately held investments |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 37,420 | $ 36,934
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 9,943 |
Estimated maturity dates | 6 years |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Estimated maturity dates | 6 years |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Default rates |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.038 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Default rates | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.038 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Loss severity rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.500 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Loss severity rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.500 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Collateral spreads |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.030 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Collateral spreads | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.030 |

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