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INVESTMENT OPERATIONS - Schedule of Amortized Cost and Fair Value (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Net Investment Income [Line Items]    
Fair Value $ 3,025,790 $ 2,547,210
Fixed Maturities    
Net Investment Income [Line Items]    
Amortized Cost 2,823,881 2,633,474
Gross Unrecognized Holding Gains 201,909 0
Gross Unrecognized Holding Losses 0 (86,264)
Fair Value 3,025,790 2,547,210
Total OTTI Recognized in OCI 0 0
Red Mountain | Fixed Maturities    
Net Investment Income [Line Items]    
Amortized Cost 795,881 750,474
Gross Unrecognized Holding Gains 81,022 0
Gross Unrecognized Holding Losses 0 (81,657)
Fair Value 876,903 668,817
Total OTTI Recognized in OCI 0 0
Steel City | Fixed Maturities    
Net Investment Income [Line Items]    
Amortized Cost 2,028,000 1,883,000
Gross Unrecognized Holding Gains 120,887 0
Gross Unrecognized Holding Losses 0 (4,607)
Fair Value 2,148,887 1,878,393
Total OTTI Recognized in OCI $ 0 $ 0