OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Liabilities (Details) - USD ($) $ in Thousands	Sep. 30, 2019	Dec. 31, 2018
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	$ 1,424,955	$ 658,788
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	1,424,955	658,788
Derivative Liability, Not Subject to Master Netting Arrangement Deduction	263,245	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	186	47,856
Net Amount	1,161,524	540,610
Repurchase agreements
Gross Amounts of Recognized Liabilities	272,127	418,090
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	272,127	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	272,127	418,090
Total Liabilities
Gross Amounts of Recognized Liabilities	1,697,082	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	1,697,082	1,076,878
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	263,245	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	186	47,856
Net Amount	1,433,651	958,700
Free-Standing derivatives
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	263,957	125,519
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	263,957	125,519
Derivative Liability, Not Offset, Policy Election Deduction	263,245	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	186	47,856
Net Amount	526	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	263,957	125,519
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	263,957	125,519
Derivative Liability, Not Offset, Policy Election Deduction	263,245	70,322
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	186	47,856
Net Amount	526	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	245,792	32,828
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	245,792	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	245,792	32,828
Funds withheld derivative
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	93,707	95,142
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	93,707	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	93,707	95,142
Embedded derivative - GLWB
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	327,804	97,528
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	327,804	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	327,804	97,528
Embedded derivative - FIA
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	306,063	217,288
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	306,063	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	306,063	217,288
Embedded derivative - IUL
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	141,793	90,231
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	141,793	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	141,793	90,231
Other
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	45,839	252
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	45,839	252
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	45,839	252
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	1,160,998	533,269
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	1,160,998	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	$ 1,160,998	$ 533,269