DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses) Derivative Financial Instruments (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	$ (131,459)	$ 79,097	$ (137,041)
Derivatives not designated as hedging instruments
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(131,459)	79,097	(137,041)
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(187,004)	166,757	(103,009)
Derivatives not designated as hedging instruments | Derivatives with PLC
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	27,038	(902)	42,699
Derivatives not designated as hedging instruments | Other
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(2,141)	14	50
Variable annuity | Derivatives not designated as hedging instruments
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	28,017	(86,599)	(60,775)
Variable annuity | Derivatives not designated as hedging instruments | Interest rate futures
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(20,012)	(25,473)	26,015
Variable annuity | Derivatives not designated as hedging instruments | Equity futures
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	5,069	(88,208)	(91,776)
Variable annuity | Derivatives not designated as hedging instruments | Currency futures
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	3,095	10,275	(23,176)
Variable annuity | Derivatives not designated as hedging instruments | Equity options
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(149,700)	38,083	(94,791)
Variable annuity | Derivatives not designated as hedging instruments | Currency options
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(94)	0	0
Variable annuity | Derivatives not designated as hedging instruments | Interest rate swaptions
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	0	(14)	(2,490)
Variable annuity | Derivatives not designated as hedging instruments | Interest rate swaps
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	229,641	(45,185)	27,981
Variable annuity | Derivatives not designated as hedging instruments | Total return swaps
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(78,014)	77,225	(32,240)
Variable annuity | Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(107,108)	(27,761)	(8,526)
Variable annuity | Derivatives not designated as hedging instruments | Funds withheld derivative
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	145,140	(25,541)	138,228
FIA | Derivatives not designated as hedging instruments
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	223	(3,158)	(10,651)
FIA | Derivatives not designated as hedging instruments | Equity futures
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	1,717	330	642
FIA | Derivatives not designated as hedging instruments | Equity options
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	84,079	(38,885)	44,585
FIA | Derivatives not designated as hedging instruments | Embedded derivative - FIA
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	(85,573)	35,397	(55,878)
Universal Life | Derivatives not designated as hedging instruments
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	2,408	2,985	(5,355)
Universal Life | Derivatives not designated as hedging instruments | Equity futures
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	420	261	(818)
Universal Life | Derivatives not designated as hedging instruments | Equity options
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	14,882	(6,338)	9,580
Universal Life | Derivatives not designated as hedging instruments | Embedded derivative - IUL
Notional amount and fair value of the entity's derivative financial instruments
Realized investment gains (losses) - derivatives, gross	$ (12,894)	$ 9,062	$ (14,117)