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INVESTMENT OPERATIONS - Schedule of Amortized Cost and Fair Value of the Company's Investments Classified as Held-to-Maturity (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Schedule of Investments [Line Items]    
Fair Value $ 2,930,737 $ 3,025,790
Fixed maturities    
Schedule of Investments [Line Items]    
Amortized Cost 2,775,710 2,823,881
Gross Unrecognized Holding Gains 155,027 201,909
Gross Unrecognized Holding Losses 0 0
Fair Value 2,930,737 3,025,790
Fixed maturities | Red Mountain, LLC    
Schedule of Investments [Line Items]    
Amortized Cost 804,710 795,881
Gross Unrecognized Holding Gains 54,013 81,022
Gross Unrecognized Holding Losses 0 0
Fair Value 858,723 876,903
Fixed maturities | Steel City, LLC    
Schedule of Investments [Line Items]    
Amortized Cost 1,971,000 2,028,000
Gross Unrecognized Holding Gains 101,014 120,887
Gross Unrecognized Holding Losses 0 0
Fair Value $ 2,072,014 $ 2,148,887