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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investments Gains and Losses (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives $ (73,308) $ 46,826
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (84,998) 82,658
Derivatives not designated as hedging instruments | Derivatives with PLC    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (1,653) 11,543
Derivatives not designated as hedging instruments | Other derivatives    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 66 (40)
Derivatives not designated as hedging instruments | VA    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 17,489 (62,605)
Derivatives not designated as hedging instruments | VA | Interest rate futures    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (6,022) (16,892)
Derivatives not designated as hedging instruments | VA | Equity futures    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 29,738 (6,428)
Derivatives not designated as hedging instruments | VA | Currency futures    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 2,244 (7,583)
Derivatives not designated as hedging instruments | VA | Equity options    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (71,695) 12,016
Derivatives not designated as hedging instruments | VA | Interest rate swaptions    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 0 (14)
Derivatives not designated as hedging instruments | VA | Interest rate swaps    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 74,861 (63,710)
Derivatives not designated as hedging instruments | VA | Total return swaps    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (40,027) 6,490
Derivatives not designated as hedging instruments | VA | Embedded derivative - GLWB    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (33,387) 21,473
Derivatives not designated as hedging instruments | VA | Funds withheld derivative    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 61,777 (7,957)
Derivatives not designated as hedging instruments | FIA    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 2,807 6,500
Derivatives not designated as hedging instruments | FIA | Equity futures    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (429) (161)
Derivatives not designated as hedging instruments | FIA | Equity options    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 42,050 (4,669)
Derivatives not designated as hedging instruments | FIA | Embedded derivative - FIA    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (38,814) 11,330
Derivatives not designated as hedging instruments | IUL    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (7,019) 8,770
Derivatives not designated as hedging instruments | IUL | Equity futures    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 171 136
Derivatives not designated as hedging instruments | IUL | Equity options    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 6,180 (1,250)
Derivatives not designated as hedging instruments | IUL | Embedded derivative - IUL    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives $ (13,370) $ 9,884