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FAIR VALUE MEASUREMENTS - Changes in Level 3 for Financial Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance $ 181,245 $ 78,537 $ 153,325 $ 91,093
Transfers into Level 3 0 19,382 0 25,566
Transfers out of Level 3 0 (7,004) 0 (16,207)
Included in net income (4,307) 1,413 (1,816) 20,462
Included in OCI (3,828) 26 (6,623) (29)
Purchases 23,374 16,300 54,171 16,573
Sales 0 0 0 (26,980)
Settlements/ distributions (2,876) (1,580) (5,449) (3,404)
Closing balance 193,608 107,074 193,608 107,074
Change in unrealized investment gains/(losses) (4,307) 1,413 (1,816) 3,081
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 5,074 8,462 5,630 9,122
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (366) (345) (922) (1,005)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 4,708 8,117 4,708 8,117
Change in unrealized investment gains/(losses) (366) (345) (922) (1,005)
Other liabilities | Derivative instruments        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 5,074 8,462 5,630 9,122
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (366) (345) (922) (1,005)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 4,708 8,117 4,708 8,117
Change in unrealized investment gains/(losses) (366) (345) (922) (1,005)
Fixed maturities, available for sale        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 60,890 10,485 42,894 14,909
Transfers into Level 3 0 19,382 0 25,566
Transfers out of Level 3 0 (7,004) 0 (16,207)
Included in net income 0 0 0 0
Included in OCI (3,828) 26 (6,623) (29)
Purchases 15,768 13,300 37,231 13,300
Sales 0   0 0
Settlements/ distributions 0 (903) (672) (2,253)
Closing balance 72,830 35,286 72,830 35,286
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 60,890 2,405 42,894 2,504
Transfers into Level 3 0 7,000 0 7,000
Transfers out of Level 3 0 0 0 0
Included in net income 0 0 0 0
Included in OCI (3,828) 21 (6,623) (78)
Purchases 15,768 13,300 37,231 13,300
Sales 0 0 0 0
Settlements/ distributions 0 0 (672) 0
Closing balance 72,830 22,726 72,830 22,726
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 0 905 0 1,740
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 (2) 0 13
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 (903) 0 (1,753)
Closing balance 0 0 0 0
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | ABS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 0 7,175 0 10,665
Transfers into Level 3 0 12,382 0 18,566
Transfers out of Level 3 0 (7,004) 0 (16,207)
Included in net income 0 0 0 0
Included in OCI 0 7 0 36
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 (500)
Closing balance 0 12,560 0 12,560
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 120,355 68,052 110,431 76,184
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (4,307) 1,413 (1,816) 20,462
Included in OCI 0 0 0 0
Purchases 7,606 3,000 16,940 3,273
Sales 0 0 0 (26,980)
Settlements/ distributions (2,876) (677) (4,777) (1,151)
Closing balance 120,778 71,788 120,778 71,788
Change in unrealized investment gains/(losses) (4,307) 1,413 (1,816) 3,081
Other investments | CLO-Equities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 4,881 6,269 5,910 6,173
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 803 1,410 1,675 1,980
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (876) (677) (2,777) (1,151)
Closing balance 4,808 7,002 4,808 7,002
Change in unrealized investment gains/(losses) 803 1,410 1,675 1,980
Other investments | Other privately held investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 115,474 61,783 104,521 70,011
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (5,110) 3 (3,491) 18,482
Included in OCI 0 0 0 0
Purchases 7,606 3,000 16,940 3,273
Sales 0 0 0 (26,980)
Settlements/ distributions (2,000) 0 (2,000) 0
Closing balance 115,970 64,786 115,970 64,786
Change in unrealized investment gains/(losses) $ (5,110) $ 3 $ (3,491) $ 1,101