INVESTMENTS - Contractual maturities of fixed maturities (Details) - USD ($) $ in Thousands	Dec. 31, 2018	Dec. 31, 2017
Amortized cost
Due in one year or less	$ 430,390	$ 486,659
Due after one year through five years	4,751,064	4,906,207
Due after five years through ten years	1,762,452	2,338,964
Due after ten years	210,133	209,357
Total fixed maturities with a single maturity date (amortized cost)	7,154,039	7,941,187
Total	11,616,312	12,611,219
Fair value
Due in one year or less	426,142	484,663
Due after one year through five years	4,691,263	4,912,189
Due after five years through ten years	1,697,737	2,350,433
Due after ten years	206,077	218,729
Total fixed maturities with a single maturity date (fair value)	7,021,219	7,966,014
Fair value	$ 11,435,347	$ 12,622,006
% of Total fair value
Due in one year or less	3.70%	3.80%
Due after one year through five years	41.00%	38.90%
Due after five years through ten years	14.80%	18.60%
Due after ten years	1.80%	1.70%
Fixed maturities with a single maturity date (% of total fair value)	61.30%	63.00%
Total	100.00%	100.00%
Agency RMBS
Amortized cost
Fixed maturities without a single maturity date	$ 1,666,684	$ 2,414,720
Total	1,666,684	2,414,720
Fair value
Fixed maturities without a single maturity date (fair value)	1,643,308	2,395,152
Fair value	$ 1,643,308	$ 2,395,152
% of Total fair value
Fixed maturities without a single maturity date (% of total fair value)	14.40%	19.00%
CMBS
Amortized cost
Fixed maturities without a single maturity date	$ 1,103,507	$ 776,715
Total	1,103,507	776,715
Fair value
Fixed maturities without a single maturity date (fair value)	1,092,530	777,728
Fair value	$ 1,092,530	$ 777,728
% of Total fair value
Fixed maturities without a single maturity date (% of total fair value)	9.60%	6.20%
Non-Agency RMBS
Amortized cost
Fixed maturities without a single maturity date	$ 40,732	$ 45,713
Total	40,732	45,713
Fair value
Fixed maturities without a single maturity date (fair value)	40,687	46,831
Fair value	$ 40,687	$ 46,831
% of Total fair value
Fixed maturities without a single maturity date (% of total fair value)	0.40%	0.40%
ABS
Amortized cost
Fixed maturities without a single maturity date	$ 1,651,350	$ 1,432,884
Total	1,651,350	1,432,884
Fair value
Fixed maturities without a single maturity date (fair value)	1,637,603	1,436,281
Fair value	$ 1,637,603	$ 1,436,281
% of Total fair value
Fixed maturities without a single maturity date (% of total fair value)	14.30%	11.40%