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DERIVATIVE INSTRUMENTS - Balance sheet classification of derivatives recorded at fair value (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value $ 3,116 $ 18,875
Derivative liability fair value 20,617 11,486
Not Designated as Hedging Instruments | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 3,116 18,875
Not Designated as Hedging Instruments | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 20,617 11,486
Not Designated as Hedging Instruments | Relating to investment portfolio: | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 184,187 105,781
Not Designated as Hedging Instruments | Relating to investment portfolio: | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 13 2
Not Designated as Hedging Instruments | Relating to investment portfolio: | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 1,463 2,364
Not Designated as Hedging Instruments | Relating to underwriting portfolio: | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 1,258,836 1,197,012
Not Designated as Hedging Instruments | Relating to underwriting portfolio: | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 3,103 18,873
Not Designated as Hedging Instruments | Relating to underwriting portfolio: | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 13,524 0
Not Designated as Hedging Instruments | Relating to underwriting portfolio: | Other underwriting-related contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 50,000 75,000
Not Designated as Hedging Instruments | Relating to underwriting portfolio: | Other underwriting-related contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 0 0
Not Designated as Hedging Instruments | Relating to underwriting portfolio: | Other underwriting-related contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value $ 5,630 $ 9,122