INVESTMENTS (Fixed Maturities) (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Fixed maturities
Amortized cost	$ 12,166,126	$ 12,263,240
Allowance for expected credit losses	(20,019)	0
Gross unrealized gains	254,507	236,817
Gross unrealized losses	(324,428)	(31,852)
Fair value	12,076,186	12,468,205
U.S. government and agency
Fixed maturities
Amortized cost	1,787,739	2,102,849
Allowance for expected credit losses	0	0
Gross unrealized gains	78,458	16,345
Gross unrealized losses	(57)	(6,313)
Fair value	1,866,140	2,112,881
Non-U.S. government
Fixed maturities
Amortized cost	613,672	564,505
Allowance for expected credit losses	0	0
Gross unrealized gains	4,147	14,535
Gross unrealized losses	(19,178)	(2,448)
Fair value	598,641	576,592
Corporate debt
Fixed maturities
Amortized cost	4,917,957	4,797,384
Allowance for expected credit losses	(19,884)	0
Gross unrealized gains	64,712	140,426
Gross unrealized losses	(183,033)	(7,556)
Fair value	4,779,752	4,930,254
Agency RMBS
Fixed maturities
Amortized cost	1,564,292	1,570,823
Allowance for expected credit losses	0	0
Gross unrealized gains	53,183	25,215
Gross unrealized losses	(965)	(3,454)
Fair value	1,616,510	1,592,584
CMBS
Fixed maturities
Amortized cost	1,402,480	1,340,156
Allowance for expected credit losses	0	0
Gross unrealized gains	42,896	29,838
Gross unrealized losses	(16,693)	(4,942)
Fair value	1,428,683	1,365,052
Non-agency RMBS
Fixed maturities
Amortized cost	125,340	84,381
Allowance for expected credit losses	(118)	0
Gross unrealized gains	1,258	1,393
Gross unrealized losses	(3,469)	(852)
Fair value	123,011	84,922
ABS
Fixed maturities
Amortized cost	1,543,933	1,599,867
Allowance for expected credit losses	(17)	0
Gross unrealized gains	2,125	4,706
Gross unrealized losses	(100,862)	(5,880)
Fair value	1,445,179	1,598,693
Municipals
Fixed maturities
Amortized cost	210,713	203,275
Allowance for expected credit losses	0	0
Gross unrealized gains	7,728	4,359
Gross unrealized losses	(171)	(407)
Fair value	$ 218,270	$ 207,227