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FAIR VALUE MEASUREMENTS - Changes in Level 3 for Financial Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance $ 153,325 $ 91,093
Transfers into Level 3 0 6,184
Transfers out of Level 3 0 (9,203)
Included in net income 2,490 19,049
Included in OCI (2,794) (56)
Purchases 30,797 273
Sales 0 (26,980)
Settlements/ distributions (2,573) (1,823)
Closing balance 181,245 78,537
Change in unrealized investment gains/(losses) 2,490 1,668
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 5,630 9,122
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income (556) (660)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 5,074 8,462
Change in unrealized investment gains/(losses) (556) (660)
Other liabilities | Derivative instruments    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 5,630 9,122
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income (556) (660)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 5,074 8,462
Change in unrealized investment gains/(losses) (556) (660)
Fixed maturities, available for sale    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 42,894 14,909
Transfers into Level 3 0 6,184
Transfers out of Level 3 0 (9,203)
Included in net income 0 0
Included in OCI (2,794) (56)
Purchases 21,462 0
Sales 0 0
Settlements/ distributions (672) (1,349)
Closing balance 60,890 10,485
Change in unrealized investment gains/(losses) 0 0
Fixed maturities, available for sale | Corporate debt    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 42,894 2,504
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 0
Included in OCI (2,794) (99)
Purchases 21,462 0
Sales 0 0
Settlements/ distributions (672) 0
Closing balance 60,890 2,405
Change in unrealized investment gains/(losses) 0 0
Fixed maturities, available for sale | CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 0 1,740
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 0
Included in OCI 0 14
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 (849)
Closing balance 0 905
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 0 10,665
Transfers into Level 3 0 6,184
Transfers out of Level 3 0 (9,203)
Included in net income 0 0
Included in OCI 0 29
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 (500)
Closing balance 0 7,175
Change in unrealized investment gains/(losses) 0 0
Other investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 110,431 76,184
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 2,490 19,049
Included in OCI 0 0
Purchases 9,335 273
Sales 0 (26,980)
Settlements/ distributions (1,901) (474)
Closing balance 120,355 68,052
Change in unrealized investment gains/(losses) 2,490 1,668
Other investments | CLO-Equities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 5,910 6,173
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 872 570
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (1,901) (474)
Closing balance 4,881 6,269
Change in unrealized investment gains/(losses) 872 570
Other investments | Other privately held investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 104,521 70,011
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 1,618 18,479
Included in OCI 0 0
Purchases 9,335 273
Sales 0 (26,980)
Settlements/ distributions 0 0
Closing balance 115,474 61,783
Change in unrealized investment gains/(losses) $ 1,618 $ 1,098