DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2018	Dec. 31, 2017
Derivative [Line Items]
Other long-term investments, Fair Value	$ 635,618	$ 629,537
Derivatives with PLC
Derivative [Line Items]
Other long-term investments, Fair Value	90,885	91,578
Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Fair Value	2,650	1,009
Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Fair Value	87,043	67,879
Derivatives designated as hedging instrument | Cash flow hedges | Interest rate swaps
Derivative [Line Items]
Other long-term investments, Notional Amounts	350,000	0
Other long-term investments, Fair Value	0	0
Derivatives designated as hedging instrument | Cash flow hedges | Foreign currency swaps
Derivative [Line Items]
Other long-term investments, Notional Amounts	117,178	117,178
Other long-term investments, Fair Value	10,902	6,016
Derivatives not designated as hedging instruments
Derivative [Line Items]
Other long-term investments, Notional Amounts	14,636,363	12,361,869
Other long-term investments, Fair Value	635,618	629,537
Other liabilities. Notional Amount	14,188,126	12,710,731
Other liabilities, Fair Value	801,772	905,973
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Other long-term investments, Notional Amounts	565,000	1,265,000
Other long-term investments, Fair Value	8,402	55,411
Other liabilities. Notional Amount	1,547,500	597,500
Other liabilities, Fair Value	26,321	2,960
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Other long-term investments, Notional Amounts	482,523	190,938
Other long-term investments, Fair Value	3,676	135
Other liabilities. Notional Amount	0	243,388
Other liabilities, Fair Value	0	318
Derivatives not designated as hedging instruments | Derivatives with PLC
Derivative [Line Items]
Other long-term investments, Notional Amounts	2,863,575	2,810,469
Other long-term investments, Fair Value	90,885	91,578
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Notional Amounts	322,308	64,472
Other long-term investments, Fair Value	2,650	1,009
Other liabilities. Notional Amount	2,082,638	2,390,539
Other liabilities, Fair Value	60,683	215,247
Derivatives not designated as hedging instruments | Funds withheld derivative
Derivative [Line Items]
Other liabilities. Notional Amount	1,813,454	1,502,726
Other liabilities, Fair Value	60,432	61,729
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Notional Amounts	2,692,724	2,116,935
Other long-term investments, Fair Value	87,043	67,879
Other liabilities. Notional Amount	1,385,123	1,939,320
Other liabilities, Fair Value	46,995	83,427
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Other liabilities. Notional Amount	2,459,246	1,951,650
Other liabilities, Fair Value	256,912	218,676
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Other liabilities. Notional Amount	219,226	168,349
Other liabilities, Fair Value	95,739	80,212
Derivatives not designated as hedging instruments | Interest rate futures
Derivative [Line Items]
Other long-term investments, Notional Amounts	875,566	1,071,870
Other long-term investments, Fair Value	8,329	3,178
Other liabilities. Notional Amount	348,749	230,404
Other liabilities, Fair Value	7,122	917
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Other long-term investments, Notional Amounts	205,872	62,266
Other long-term investments, Fair Value	2,387	154
Other liabilities. Notional Amount	77,916	318,795
Other liabilities, Fair Value	1,043	2,593
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Other long-term investments, Notional Amounts	135,112	1,117
Other long-term investments, Fair Value	1,096	2
Other liabilities. Notional Amount	79,861	255,248
Other liabilities, Fair Value	15	2,087
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Other long-term investments, Notional Amounts	6,026,348	4,436,467
Other long-term investments, Fair Value	420,107	403,961
Other liabilities. Notional Amount	4,174,072	3,112,812
Other liabilities, Fair Value	246,466	237,807
Derivatives not designated as hedging instruments | Interest rate swaptions
Derivative [Line Items]
Other long-term investments, Notional Amounts	0	225,000
Other long-term investments, Fair Value	0	14
Derivatives not designated as hedging instruments | Other derivatives
Derivative [Line Items]
Other long-term investments, Notional Amounts	157	157
Other long-term investments, Fair Value	141	200
Other liabilities. Notional Amount	341	0
Other liabilities, Fair Value	$ 44	$ 0