OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Liabilities (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	$ 230,082	$ 176,979
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	611,818	497,069
Gross Amounts of Recognized Liabilities	841,900	674,048
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position, Subject to master netting arrangement or similar arrangement	230,082	176,979
Net Amounts of Liabilities Presented in the Statement of Financial Position	841,900	674,048
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	211,435	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	18,647	5,595
Net Amount, Subject to master netting arrangement or similar arrangement	0	0
Net Amount	611,818	497,069
Repurchase agreements
Gross Amounts of Recognized Liabilities	493,785	797,721
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	493,785	797,721
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	493,785	797,721
Total Liabilities
Gross Amounts of Recognized Liabilities	1,335,685	1,471,769
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	1,335,685	1,471,769
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	211,435	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	18,647	5,595
Net Amount	1,105,603	1,294,790
Free-Standing derivatives
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	230,082	176,979
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position, Subject to master netting arrangement or similar arrangement	230,082	176,979
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	211,435	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	18,647	5,595
Net Amount, Subject to master netting arrangement or similar arrangement	0	0
Embedded derivative - Modco reinsurance treaties
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	209,334	141,301
Funds withheld derivative
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	50,523	91,267
Embedded derivative - GLWB
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	85,502	71,082
Embedded derivative - FIA
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	197,378	147,368
Embedded derivative - IUL
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	$ 69,081	$ 46,051