OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Liabilities (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	$ 2,403,594	$ 1,547,178
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	2,403,594	1,547,178
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	537,340	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	2,319	4,791
Net Amount	1,863,935	1,089,825
Repurchase agreements
Gross Amounts of Recognized Liabilities	150,000	270,000
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	150,000	270,000
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	150,000	270,000
Total Liabilities
Gross Amounts of Recognized Liabilities	2,553,594	1,817,178
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	2,553,594	1,817,178
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	537,340	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	2,319	4,791
Net Amount	2,013,935	1,359,825
Free-Standing derivatives
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	539,659	458,623
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	539,659	458,623
Derivative Liability, Not Offset, Policy election deduction, financial instruments	537,340	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	2,319	4,791
Net Amount	0	1,270
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	539,659	458,623
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	539,659	458,623
Derivative Liability, Not Offset, Policy election deduction, financial instruments	537,340	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	2,319	4,791
Net Amount	0	1,270
Embedded derivative - Modco reinsurance treaties
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	331,836	231,516
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	331,836	231,516
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	331,836	231,516
Funds withheld derivative
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	145,030	70,583
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	145,030	70,583
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	145,030	70,583
Embedded derivative - GLWB
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	566,337	248,577
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	566,337	248,577
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	566,337	248,577
Embedded derivative - FIA
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	580,268	332,869
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	580,268	332,869
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	580,268	332,869
Embedded derivative - IUL
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	194,228	151,765
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	194,228	151,765
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	194,228	151,765
Other
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	46,236	53,245
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	46,236	53,245
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	46,236	53,245
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	1,863,935	1,088,555
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	1,863,935	1,088,555
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	$ 1,863,935	$ 1,088,555