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INVESTMENT OPERATIONS - Schedule of Amortized Cost and Fair Value of the Company's Investments Classified as Held-to-Maturity (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2017
Dec. 31, 2016
Investment [Line Items]    
Fair Value $ 2,805,107 $ 2,733,340
Fixed maturities    
Investment [Line Items]    
Amortized Cost 2,747,077 2,770,177
Gross Unrealized Gains 80,605 30,385
Gross Unrealized Losses (22,575) (67,222)
Fair Value 2,805,107 2,733,340
Total OTTI Recognized in OCI 0 0
Fixed maturities | Red Mountain    
Investment [Line Items]    
Amortized Cost 682,077 654,177
Gross Unrealized Gains 0 0
Gross Unrealized Losses (22,575) (67,222)
Fair Value 659,502 586,955
Total OTTI Recognized in OCI 0 0
Fixed maturities | Steel City    
Investment [Line Items]    
Amortized Cost 2,065,000 2,116,000
Gross Unrealized Gains 80,605 30,385
Gross Unrealized Losses 0 0
Fair Value 2,145,605 2,146,385
Total OTTI Recognized in OCI $ 0 $ 0