DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Fair Value, Assets	$ 441,393	$ 417,769
Fair Value, Liabilities	230,082	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	10,125	132
Notional Amount, Liabilities	497,500	0
Fair Value, Liabilities	267	0
Derivatives not designated as hedging instruments
Derivative [Line Items]
Notional Amount, Assets	12,245,274	11,437,051
Fair Value, Assets	591,317	533,433
Notional Amount, Liabilities	13,087,712	11,719,182
Fair Value, Liabilities	841,900	674,048
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Notional Amount, Assets	1,365,000	1,135,000
Fair Value, Assets	59,641	71,644
Notional Amount, Liabilities	347,330	575,000
Fair Value, Liabilities	3,151	10,208
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Notional Amount, Assets	0	0
Fair Value, Assets	0	0
Derivatives not designated as hedging instruments | Derivatives with PLC
Derivative [Line Items]
Notional Amount, Assets	2,839,296	2,808,807
Fair Value, Assets	83,549	48,878
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Notional Amount, Assets	64,444	64,123
Fair Value, Assets	1,008	2,573
Notional Amount, Liabilities	2,408,832	2,450,692
Fair Value, Liabilities	209,334	141,301
Derivatives not designated as hedging instruments | Funds withheld derivative
Derivative [Line Items]
Notional Amount, Liabilities	1,762,013	1,557,237
Fair Value, Liabilities	50,523	91,267
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Notional Amount, Assets	2,023,387	2,045,529
Fair Value, Assets	65,176	64,064
Notional Amount, Liabilities	1,958,688	1,849,400
Fair Value, Liabilities	85,502	71,082
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Notional Amount, Liabilities	1,845,942	1,496,346
Fair Value, Liabilities	197,378	147,368
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Notional Amount, Liabilities	150,277	103,838
Fair Value, Liabilities	69,081	46,051
Derivatives not designated as hedging instruments | Interest rate futures
Derivative [Line Items]
Notional Amount, Assets	531,447	102,587
Fair Value, Assets	2,267	894
Notional Amount, Liabilities	606,501	993,842
Fair Value, Liabilities	6,401	6,611
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Notional Amount, Assets	46,334	654,113
Fair Value, Assets	333	5,805
Notional Amount, Liabilities	340,041	102,667
Fair Value, Liabilities	14,854	2,907
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Notional Amount, Assets	186,047	340,058
Fair Value, Assets	4,010	7,883
Notional Amount, Liabilities	115,382	0
Fair Value, Liabilities	1,958	0
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Notional Amount, Assets	4,846,984	3,944,444
Fair Value, Assets	364,936	328,908
Notional Amount, Liabilities	3,055,206	2,590,160
Fair Value, Liabilities	203,451	157,253
Derivatives not designated as hedging instruments | Interest rate swaptions
Derivative [Line Items]
Notional Amount, Assets	225,000	225,000
Fair Value, Assets	81	2,503
Derivatives not designated as hedging instruments | Other derivatives
Derivative [Line Items]
Notional Amount, Assets	157	212
Fair Value, Assets	$ 191	$ 149