DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Fair Value, Assets	$ 429,369	$ 417,769
Fair Value, Liabilities	203,002	176,979
Derivatives designated as hedging instrument | Cash flow hedges | Foreign currency swaps
Derivative [Line Items]
Notional Amount, Assets	117,178	117,178
Fair Value, Assets	2,671	132
Notional Amount, Liabilities	0	0
Fair Value, Liabilities	0	0
Derivatives not designated as hedging instruments
Derivative [Line Items]
Notional Amount, Assets	13,252,960	11,437,051
Fair Value, Assets	522,763	533,433
Notional Amount, Liabilities	12,234,266	11,719,182
Fair Value, Liabilities	805,542	674,048
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Notional Amount, Assets	1,487,500	1,135,000
Fair Value, Assets	57,710	71,644
Notional Amount, Liabilities	375,000	575,000
Fair Value, Liabilities	573	10,208
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Notional Amount, Assets	122,207	0
Fair Value, Assets	398	0
Derivatives not designated as hedging instruments | Derivatives with PLC
Derivative [Line Items]
Notional Amount, Assets	2,792,930	2,808,807
Fair Value, Assets	31,473	48,878
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Notional Amount, Assets	64,255	64,123
Fair Value, Assets	676	2,573
Notional Amount, Liabilities	2,417,531	2,450,692
Fair Value, Liabilities	196,882	141,301
Derivatives not designated as hedging instruments | Funds withheld derivative
Derivative [Line Items]
Notional Amount, Liabilities	1,667,044	1,557,237
Fair Value, Liabilities	69,777	91,267
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Notional Amount, Assets	1,968,811	2,045,529
Fair Value, Assets	61,096	64,064
Notional Amount, Liabilities	2,014,469	1,849,400
Fair Value, Liabilities	81,908	71,082
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Notional Amount, Liabilities	1,737,505	1,496,346
Fair Value, Liabilities	191,226	147,368
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Notional Amount, Liabilities	133,556	103,838
Fair Value, Liabilities	62,747	46,051
Derivatives not designated as hedging instruments | Interest Rate Futures
Derivative [Line Items]
Notional Amount, Assets	1,009,166	102,587
Fair Value, Assets	8,208	894
Notional Amount, Liabilities	490,873	993,842
Fair Value, Liabilities	2,524	6,611
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Notional Amount, Assets	683,430	654,113
Fair Value, Assets	3,963	5,805
Notional Amount, Liabilities	1,816	102,667
Fair Value, Liabilities	1	2,907
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Notional Amount, Assets	74,783	340,058
Fair Value, Assets	1,833	7,883
Notional Amount, Liabilities	228,612	0
Fair Value, Liabilities	3,587	0
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Notional Amount, Assets	4,707,543	3,944,444
Fair Value, Assets	354,214	328,908
Notional Amount, Liabilities	3,167,860	2,590,160
Fair Value, Liabilities	196,317	157,253
Derivatives not designated as hedging instruments | Interest rate swaptions
Derivative [Line Items]
Notional Amount, Assets	225,000	225,000
Fair Value, Assets	372	2,503
Derivatives not designated as hedging instruments | Other derivatives
Derivative [Line Items]
Notional Amount, Assets	157	212
Fair Value, Assets	$ 149	$ 149