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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investments Gains and Losses (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ 42,286 $ (26,710) $ (86,288) $ 37,176
Derivatives not designated as hedging instruments        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives     (86,288) 37,176
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 (44,027) 10,811 (199,704) 138,652
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 7,583 (1,913) 14,852 (66)
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 (1,622) (52) (3,011) (59)
Derivatives not designated as hedging instruments | VA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 72,002 (34,674) 117,229 (118,903)
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 727 2,111 (16,575) (13,229)
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 5,220 (5,733) 37,517 (23,025)
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 9,181 3,410 11,028 7,890
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 (3,957) (21,206) (97,354) (47,406)
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 0 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 149,766 (41,288) 342,561 (131,147)
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 (1,950) (32,343) (50,522) (35,908)
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 (86,635) 22,931 (189,624) 55,595
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 (350) 37,444 80,198 68,341
Derivatives not designated as hedging instruments | FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 1,412 3,726 (6,978) 12,530
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 962 (388) 964 (716)
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 4,785 18,474 60,026 21,203
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 (4,335) (14,360) (67,968) (7,957)
Derivatives not designated as hedging instruments | IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 6,938 (4,608) (8,676) 5,022
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 91 (1) 347 135
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 586 4,928 9,372 5,764
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 $ 6,261 $ (9,535) $ (18,395) $ (877)