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FAIR VALUE MEASUREMENTS - Level 3 fair value inputs (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2020
USD ($)
Dec. 31, 2019
USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 829,156 $ 770,923
Net derivative liability (11,486) (13,637)
Fixed maturities 12,041,799 12,468,205
CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value 6,173 14,328
Other privately held investments    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value 70,011 36,934
Significant unobservable inputs (Level 3)    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value 76,184 51,262
Net derivative liability (9,122) (9,672)
Fixed maturities 14,909 8,021
Significant unobservable inputs (Level 3) | Valuation Technique, Discounted Cash Flow    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Net derivative liability (9,122)  
Significant unobservable inputs (Level 3) | Valuation, Market Approach    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fixed maturities 15,000  
Significant unobservable inputs (Level 3) | CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value 6,173 14,328
Significant unobservable inputs (Level 3) | Other privately held investments    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 70,011 $ 36,934
Estimated maturity dates (years) 5 years  
Significant unobservable inputs (Level 3) | Other privately held investments | Valuation Technique, Discounted Cash Flow    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 21,643  
Significant unobservable inputs (Level 3) | Other privately held investments | Valuation, Market Approach    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 48,000  
Significant unobservable inputs (Level 3) | Other privately held investments | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Estimated maturity dates (years) 5 years  
Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Estimated maturity dates (years) 5 years  
Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities | Valuation Technique, Discounted Cash Flow    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Fair value $ 6,173  
Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Estimated maturity dates (years) 5 years  
Default rates | Significant unobservable inputs (Level 3) | Other privately held investments    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.005  
Default rates | Significant unobservable inputs (Level 3) | Other privately held investments | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.005  
Default rates | Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.045  
Default rates | Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.045  
Loss severity rate | Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.500  
Loss severity rate | Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.500  
Collateral spreads | Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.030  
Collateral spreads | Significant unobservable inputs (Level 3) | CLO-Equities | CLO-Equities | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.030  
Loss absorption yield | Significant unobservable inputs (Level 3) | Other privately held investments    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.010  
Loss absorption yield | Significant unobservable inputs (Level 3) | Other privately held investments | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.010  
Discount rate | Significant unobservable inputs (Level 3)    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Derivative liability, measurement input 0.004  
Discount rate | Significant unobservable inputs (Level 3) | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Derivative liability, measurement input 0.004  
Discount rate | Significant unobservable inputs (Level 3) | Other privately held investments    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.013  
Discount rate | Significant unobservable inputs (Level 3) | Other privately held investments | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discounted cash flow 0.013