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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investments Gains and Losses (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross $ (63,794) $ 43,548 $ (124,694) $ 75,456
Derivatives not designated as hedging instruments        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (63,794) 43,548 (124,694) 75,456
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (52,703) (22,820) (70,568) (81,175)
Derivatives not designated as hedging instruments | Derivatives with PLC        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (2,531) 13,681 (17,406) 17,711
Derivatives not designated as hedging instruments | Other derivatives        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (5) (55) (2) (100)
Derivatives not designated as hedging instruments | Annuity account        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross 549 50,454 (26,202) 144,058
Derivatives not designated as hedging instruments | Annuity account | Interest rate futures        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross 12,749 31,266 16,197 69,067
Derivatives not designated as hedging instruments | Annuity account | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (18,613) (21,328) (49,430) (24,556)
Derivatives not designated as hedging instruments | Annuity account | Currency futures        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (10,018) 11,112 (16,274) 4,954
Derivatives not designated as hedging instruments | Annuity account | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (12,884) (3,232) (53,069) 13,072
Derivatives not designated as hedging instruments | Annuity account | Interest rate swaptions        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (662) (749) (2,131) (2,983)
Derivatives not designated as hedging instruments | Annuity account | Interest rate swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross 34,946 81,554 25,989 207,147
Derivatives not designated as hedging instruments | Annuity account | Total return swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (1,618) 0 (1,618) 0
Derivatives not designated as hedging instruments | Annuity account | Embedded derivative - GLWB        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (23,807) (66,019) (13,791) (132,695)
Derivatives not designated as hedging instruments | Annuity account | Funds withheld derivative        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross 20,456 17,850 67,925 10,052
Derivatives not designated as hedging instruments | FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (1,967) 2,096 (3,381) (4,246)
Derivatives not designated as hedging instruments | FIA | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (202) 651 95 2,033
Derivatives not designated as hedging instruments | FIA | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross 7,569 735 18,269 (4,827)
Derivatives not designated as hedging instruments | FIA | Embedded derivative - FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (9,334) 710 (21,745) (1,452)
Derivatives not designated as hedging instruments | FIA | Volatility futures        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross 0 0 0 0
Derivatives not designated as hedging instruments | IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (7,137) 192 (7,135) (792)
Derivatives not designated as hedging instruments | IUL | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross (137) 47 (936) (172)
Derivatives not designated as hedging instruments | IUL | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross 1,571 241 4,462 214
Derivatives not designated as hedging instruments | IUL | Embedded derivative - IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Realized investment gains (losses) - derivatives, gross $ (8,571) $ (96) $ (10,661) $ (834)