INVESTMENTS - Unrealized Losses (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Debt securities
Fair value
Less than 12 months	$ 357,450	$ 169,311
12 months and greater	20,883	77,565
Total Fair Value	378,333	246,876
Cost or amortized Cost
Amortized cost, less than 12 months	383,920	171,028
12 months and greater	22,942	78,501
Total Cost or Amortized Cost	406,862	249,529
Unrealized Loss
Less than 12 months	(26,470)	(1,717)
12 months and greater	(2,059)	(936)
Total Unrealized Loss	$ (28,529)	(2,653)
Percent to Total	100.00%
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A
Fair value
Total Fair Value	$ 191,912
Cost or amortized Cost
Total Cost or Amortized Cost	202,517
Unrealized Loss
Total Unrealized Loss	$ (10,605)
Percent to Total	37.20%
Debt securities | NAIC Rating 2 | BBB | Baa
Fair value
Total Fair Value	$ 80,759
Cost or amortized Cost
Total Cost or Amortized Cost	85,785
Unrealized Loss
Total Unrealized Loss	$ (5,026)
Percent to Total	17.60%
Debt securities | NAIC Rating 3 | BB | Ba
Fair value
Total Fair Value	$ 59,398
Cost or amortized Cost
Total Cost or Amortized Cost	65,256
Unrealized Loss
Total Unrealized Loss	$ (5,858)
Percent to Total	20.50%
Debt securities | NAIC Rating 4 | B | B
Fair value
Total Fair Value	$ 44,392
Cost or amortized Cost
Total Cost or Amortized Cost	50,630
Unrealized Loss
Total Unrealized Loss	$ (6,238)
Percent to Total	21.90%
Debt securities | NAIC Rating 5 | CCC | Caa
Fair value
Total Fair Value	$ 1,872
Cost or amortized Cost
Total Cost or Amortized Cost	2,674
Unrealized Loss
Total Unrealized Loss	$ (802)
Percent to Total	2.80%
U.S. government
Fair value
Less than 12 months		2,505
12 months and greater		8,463
Total Fair Value		10,968
Cost or amortized Cost
Amortized cost, less than 12 months		2,506
12 months and greater		8,494
Total Cost or Amortized Cost		11,000
Unrealized Loss
Less than 12 months		(1)
12 months and greater		(31)
Total Unrealized Loss		(32)
U.S. Agency
Fair value
Less than 12 months		6,794
Total Fair Value		6,794
Cost or amortized Cost
Amortized cost, less than 12 months		6,836
Total Cost or Amortized Cost		6,836
Unrealized Loss
Less than 12 months		(42)
Total Unrealized Loss		(42)
Non-U.S. govt. & agency
Fair value
Less than 12 months	$ 3,011
Total Fair Value	3,011
Cost or amortized Cost
Amortized cost, less than 12 months	3,124
Total Cost or Amortized Cost	3,124
Unrealized Loss
Less than 12 months	(113)
Total Unrealized Loss	(113)
Agency MBS
Fair value
Less than 12 months	249	21,548
12 months and greater	1,296	41,718
Total Fair Value	1,545	63,266
Cost or amortized Cost
Amortized cost, less than 12 months	249	21,664
12 months and greater	1,315	42,165
Total Cost or Amortized Cost	1,564	63,829
Unrealized Loss
Less than 12 months		(116)
12 months and greater	(19)	(447)
Total Unrealized Loss	(19)	(563)
ABS/CMBS
Fair value
Less than 12 months	126,540	74,968
12 months and greater	15,405	18,036
Total Fair Value	141,945	93,004
Cost or amortized Cost
Amortized cost, less than 12 months	134,660	75,332
12 months and greater	16,401	18,148
Total Cost or Amortized Cost	151,061	93,480
Unrealized Loss
Less than 12 months	(8,120)	(364)
12 months and greater	(996)	(112)
Total Unrealized Loss	(9,116)	(476)
Corporate Debt
Fair value
Less than 12 months	220,349	16,478
12 months and greater	4,182	9,348
Total Fair Value	224,531	25,826
Cost or amortized Cost
Amortized cost, less than 12 months	238,510	16,950
12 months and greater	5,226	9,694
Total Cost or Amortized Cost	243,736	26,644
Unrealized Loss
Less than 12 months	(18,161)	(472)
12 months and greater	(1,044)	(346)
Total Unrealized Loss	(19,205)	(818)
Municipal
Fair value
Less than 12 months	7,301	47,018
Total Fair Value	7,301	47,018
Cost or amortized Cost
Amortized cost, less than 12 months	7,377	47,740
Total Cost or Amortized Cost	7,377	47,740
Unrealized Loss
Less than 12 months	(76)	(722)
Total Unrealized Loss	$ (76)	$ (722)