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FAIR VALUE MEASUREMENTS (Significant Unobservable Inputs) (Details) $ in Thousands | 6 Months Ended |
--- | --- | ---
Jun. 30, 2021 USD ($) | Dec. 31, 2020 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 865,238 | $ 829,156
Derivatives - Other underwriting-related derivatives | (18,382) | (11,486)
Fixed maturities, available for sale | 11,898,300 | 12,041,799
Other privately held investments |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | 64,786 | 70,011
Significant unobservable inputs (Level 3) |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | 71,788 | 76,184
Derivatives - Other underwriting-related derivatives | (8,117) | (9,122)
Fixed maturities, available for sale | 35,286 | 14,909
Significant unobservable inputs (Level 3) | Other privately held investments |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | 64,786 | $ 70,011
Significant unobservable inputs (Level 3) | Discounted cash flow |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Derivatives - Other underwriting-related derivatives | $ (8,117) |
Significant unobservable inputs (Level 3) | Discounted cash flow | Discount rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 0.009 |
Significant unobservable inputs (Level 3) | Discounted cash flow | Discount rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate | 0.009 |
Significant unobservable inputs (Level 3) | Valuation, Market Approach | Other privately held investments |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 43,000 |
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 | $ 7,002 |
Estimated maturity dates | 7 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 | 7 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 | 0.045 |
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 | 0.045 |
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 |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 21,643 |
Estimated maturity dates | 5 years |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Estimated maturity dates | 5 years |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow | Discount rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.013 |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow | Discount rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.013 |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow | Default rates |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.005 |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow | Default rates | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.005 |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow | Loss absorption yield |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.010 |
Significant unobservable inputs (Level 3) | Other privately held investments | Discounted cash flow | Loss absorption yield | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input | 0.010 |

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