XML 65 R53.htm IDEA: XBRL DOCUMENT v3.24.1.u1
FAIR VALUE MEASUREMENTS - Significant Unobservable Inputs (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2024
USD ($)
Dec. 31, 2023
USD ($)
Fair Value Inputs Assets Quantitative Information [Line Items]    
Other investments, at fair value $ 934,724 $ 949,413
Fixed maturities, available for sale 12,269,310 12,234,742
Significant unobservable inputs (Level 3)    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Other investments, at fair value 101,241 92,589
Fixed maturities, available for sale 126,475 $ 135,753
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 $ 4,986  
Estimated maturity date 4 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 4 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 $ 18,728  
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 1 year  
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 0 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 2 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) 0.060  
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) 0.060  
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 $ 78,000