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INVESTMENTS - Amortized cost or cost and fair values (Details) - USD ($) $ in Thousands	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Fixed maturities
Amortized cost	$ 11,566,930	$ 12,263,240
Allowance for expected credit losses	(323)	0	$ 0	$ 0
Gross unrealized gains	494,103	236,817
Gross unrealized losses	(18,911)	(31,852)
Fair value	12,041,799	12,468,205
U.S. government and agency
Fixed maturities
Amortized cost	1,881,489	2,102,849
Allowance for expected credit losses	0	0
Gross unrealized gains	38,969	16,345
Gross unrealized losses	(1,759)	(6,313)
Fair value	1,918,699	2,112,881
Non-U.S. government
Fixed maturities
Amortized cost	632,875	564,505
Allowance for expected credit losses	0	0
Gross unrealized gains	38,826	14,535
Gross unrealized losses	(428)	(2,448)
Fair value	671,273	576,592
Corporate debt
Fixed maturities
Amortized cost	4,408,351	4,797,384
Allowance for expected credit losses	(303)	0
Gross unrealized gains	254,261	140,426
Gross unrealized losses	(6,358)	(7,556)
Fair value	4,655,951	4,930,254
Agency RMBS
Fixed maturities
Amortized cost	1,244,727	1,570,823
Allowance for expected credit losses	0	0
Gross unrealized gains	42,170	25,215
Gross unrealized losses	(688)	(3,454)
Fair value	1,286,209	1,592,584
CMBS
Fixed maturities
Amortized cost	1,268,273	1,340,156
Allowance for expected credit losses	0	0
Gross unrealized gains	87,598	29,838
Gross unrealized losses	(2,284)	(4,942)
Fair value	1,353,587	1,365,052
Non-agency RMBS
Fixed maturities
Amortized cost	136,198	84,381
Allowance for expected credit losses	(20)	0
Gross unrealized gains	4,604	1,393
Gross unrealized losses	(678)	(852)
Fair value	140,104	84,922
ABS
Fixed maturities
Amortized cost	1,712,236	1,599,867
Allowance for expected credit losses	0	0
Gross unrealized gains	14,527	4,706
Gross unrealized losses	(6,685)	(5,880)
Fair value	1,720,078	1,598,693
Municipals
Fixed maturities
Amortized cost	282,781	203,275
Allowance for expected credit losses	0	0
Gross unrealized gains	13,148	4,359
Gross unrealized losses	(31)	(407)
Fair value	$ 295,898	$ 207,227

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