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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investments Gains and Losses (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives $ 238,140 $ (73,308)
Derivatives not designated as hedging instruments    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 238,140 (73,308)
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 75,729 (84,998)
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 (1,948) (1,653)
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 9,220 66
Derivatives not designated as hedging instruments | VA    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 201,439 17,489
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 858 (6,022)
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 30,652 29,738
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 12,162 2,244
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 280,479 (71,695)
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 409,515 74,861
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 139,767 (40,027)
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 (410,580) (33,387)
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 (261,414) 61,777
Derivatives not designated as hedging instruments | FIA    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (29,450) 2,807
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 (8,152) (429)
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 (60,385) 0
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 38,887 (38,814)
Derivatives not designated as hedging instruments | FIA | Other derivatives    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 200 42,050
Derivatives not designated as hedging instruments | IUL    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (16,850) (7,019)
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 (2,439) 171
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 (14,449) 6,180
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 $ 38 $ (13,370)