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FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments) (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance $ 107,074 $ 64,098 $ 91,093 $ 59,283
Transfers into Level 3 0 10,060 25,566 19,245
Transfers out of Level 3 (12,582) 0 (28,789) 0
Included in net income 569 375 21,031 (2,791)
Included in OCI (99) 328 (128) 446
Purchases 28,436 1,276 45,010 1,758
Sales 0 0 (26,980) 0
Settlements/ distributions (3,984) (2,291) (7,389) (4,095)
Closing balance 119,414 73,846 119,414 73,846
Change in unrealized investment gains/(losses) 569 144 3,651 (3,022)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 8,117 9,818 9,122 9,672
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (398) (370) (1,403) 9,747
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 (9,971)
Closing balance 7,719 9,448 7,719 9,448
Change in unrealized investment gains/(losses) (398) (370) (1,403) (224)
Other liabilities | Derivative instruments        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 8,117 9,818 9,122 9,672
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (398) (370) (1,403) 9,747
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 (9,971)
Closing balance 7,719 9,448 7,719 9,448
Change in unrealized investment gains/(losses) (398) (370) (1,403) (224)
Fixed maturities, available for sale        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 35,286 16,735 14,909 8,021
Transfers into Level 3 0 10,060 25,566 19,245
Transfers out of Level 3 (12,582) 0 (28,789) 0
Included in net income 0 0 0 0
Included in OCI (99) 328 (128) 446
Purchases 25,000 0 38,300 0
Sales 0 0 0 0
Settlements/ distributions 0 (1,959) (2,253) (2,548)
Closing balance 47,605 25,164 47,605 25,164
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | Corporate debt        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 22,726 2,298 2,504 2,297
Transfers into Level 3 0 0 7,000 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 0 0 0
Included in OCI (121) 101 (199) 102
Purchases 25,000 0 38,300 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 47,605 2,399 47,605 2,399
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | CMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 0 4,434 1,740 5,235
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 0 0 0
Included in OCI 0 148 13 (64)
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 (1,959) (1,753) (2,548)
Closing balance 0 2,623 0 2,623
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | Non-agency RMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance   9,562   0
Transfers into Level 3   0   9,185
Transfers out of Level 3   0   0
Included in net income   0   0
Included in OCI   70   447
Purchases   0   0
Sales   0   0
Settlements/ distributions   0   0
Closing balance   9,632   9,632
Change in unrealized investment gains/(losses)   0   0
Fixed maturities, available for sale | ABS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 12,560 441 10,665 489
Transfers into Level 3 0 10,060 18,566 10,060
Transfers out of Level 3 (12,582) 0 (28,789) 0
Included in net income 0 0 0 0
Included in OCI 22 9 58 (39)
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 (500) 0
Closing balance 0 10,510 0 10,510
Change in unrealized investment gains/(losses) 0 0 0 0
Other investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 71,788 47,363 76,184 51,262
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 569 375 21,031 (2,791)
Included in OCI 0 0 0 0
Purchases 3,436 1,276 6,710 1,758
Sales 0 0 (26,980) 0
Settlements/ distributions (3,984) (332) (5,136) (1,547)
Closing balance 71,809 48,682 71,809 48,682
Change in unrealized investment gains/(losses) 569 144 3,651 (3,022)
Other investments | CLO-Equities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 7,002 9,943 6,173 14,328
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 356 (422) 2,337 (3,592)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (1,061) (332) (2,213) (1,547)
Closing balance 6,297 9,189 6,297 9,189
Change in unrealized investment gains/(losses) 356 (422) 2,337 (3,592)
Other investments | Other privately held investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 64,786 37,420 70,011 36,934
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 213 797 18,694 801
Included in OCI 0 0 0 0
Purchases 3,436 1,276 6,710 1,758
Sales 0 0 (26,980) 0
Settlements/ distributions (2,923) 0 (2,923) 0
Closing balance 65,512 39,493 65,512 39,493
Change in unrealized investment gains/(losses) $ 213 $ 566 $ 1,314 $ 570