OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	$ 882,987	$ 658,788
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	882,987	658,788
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	165,785	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	9,289	47,856
Net Amount	707,913	540,610
Repurchase agreements
Gross Amounts of Recognized Liabilities	89,275	418,090
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	89,275	418,090
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	89,275	418,090
Total Liabilities
Gross Amounts of Recognized Liabilities	972,262	1,076,878
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	972,262	1,076,878
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	165,785	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	9,289	47,856
Net Amount	797,188	958,700
Free-Standing derivatives
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	175,074	125,519
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	175,074	125,519
Derivative Liability, Not Offset, Policy Election Deduction	165,785	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	9,289	47,856
Net Amount	0	7,341
Total derivatives, subject to a master netting arrangement or similar arrangement
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	175,074	125,519
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	175,074	125,519
Derivative Liability, Not Offset, Policy Election Deduction	165,785	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	9,289	47,856
Net Amount	0	7,341
Embedded derivative - Modco reinsurance treaties
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	107,457	32,828
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	107,457	32,828
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	107,457	32,828
Funds withheld derivative
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	101,258	95,142
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	101,258	95,142
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	101,258	95,142
Embedded derivative - GLWB
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	121,954	97,528
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	121,954	97,528
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	121,954	97,528
Embedded derivative - FIA
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	263,445	217,288
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	263,445	217,288
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	263,445	217,288
Embedded derivative - IUL
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	112,814	90,231
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	112,814	90,231
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	112,814	90,231
Other
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	985
Gross Amounts Offset in the Statement of Financial Position	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	985
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0
Net Amount	985
Total derivatives, not subject to a master netting arrangement or similar arrangement
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	707,913	533,269
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	707,913	533,269
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	$ 707,913	$ 533,269