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FAIR VALUE MEASUREMENTS - Significant Unobservable Inputs (Details) $ in Thousands | 9 Months Ended |
--- | --- | ---
Sep. 30, 2022 USD ($) | Dec. 31, 2021 USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 970,310 | $ 947,982
Derivatives - Other underwriting-related derivatives | (24,493) | (20,617)
Fixed maturities, available for sale | 10,784,353 | 12,313,200
Significant unobservable inputs (Level 3) |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | 125,086 | 110,431
Derivatives - Other underwriting-related derivatives | (4,286) | (5,630)
Fixed maturities, available for sale | 95,951 | $ 42,894
Significant unobservable inputs (Level 3) | Discounted cash flow |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Derivatives - Other underwriting-related derivatives | $ (4,286) |
Significant unobservable inputs (Level 3) | Discounted cash flow | Discount rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate (as a percent) | 0.041 |
Significant unobservable inputs (Level 3) | Discounted cash flow | Discount rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Discount rate (as a percent) | 0.041 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 5,167 |
Estimated maturity date | 6 years |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Estimated maturity date | 6 years |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Default rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.045 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Default rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.045 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Loss severity rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.500 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Loss severity rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.500 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Collateral spread |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.030 |
Significant unobservable inputs (Level 3) | Other investments - CLO-Equities | Discounted cash flow | Collateral spread | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.030 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 15,910 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Estimated maturity date | 3 years |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Minimum |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Estimated maturity date | 2 years |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Maximum |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Estimated maturity date | 3 years |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Default rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.005 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Default rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.005 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Discount rate |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.054 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Discount rate | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.054 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Loss absorption yield |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.010 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Discounted cash flow | Loss absorption yield | Weighted average |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Unobservable input (as a percent) | 0.010 |
Significant unobservable inputs (Level 3) | Other investments - Other privately held investments | Valuation, Market Approach |  |
Fair Value Inputs Assets Quantitative Information [Line Items] |  |
Other investments, at fair value | $ 104,000 |

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