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DERIVATIVE INSTRUMENTS - Other Underwriting-related Risks (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges $ (25,957) $ (797) $ (51,137) $ (24,443)
Relating to investment portfolio: | Foreign exchange forward contracts | Net investment gains (losses)        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges 4,822 (537) 7,063 1,212
Relating to underwriting portfolio: | Foreign exchange forward contracts | Foreign exchange gains (losses)        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges (31,146) (604) (59,122) (26,660)
Relating to underwriting portfolio: | Other underwriting-related contracts | Other insurance related income (losses)        
Unrealized and Realized Gains (Losses) Recognized in Earnings for Derivatives Not Designated As Hedges [Line Items]        
Unrealized and realized gains (losses) recognized in earnings for derivatives not designated as hedges $ 367 $ 344 $ 922 $ 1,005