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INVESTMENTS (Fixed Maturities) (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Fixed maturities            
Amortized cost $ 11,715,885   $ 12,263,240      
Allowance for expected credit losses (6,257) $ (20,019) 0 $ 0 $ 0 $ 0
Gross unrealized gains 432,693   236,817      
Gross unrealized losses (95,906)   (31,852)      
Fair value 12,046,415   12,468,205      
U.S. government and agency            
Fixed maturities            
Amortized cost 1,942,952   2,102,849      
Allowance for expected credit losses 0   0      
Gross unrealized gains 70,341   16,345      
Gross unrealized losses (26)   (6,313)      
Fair value 2,013,267   2,112,881      
Non-U.S. government            
Fixed maturities            
Amortized cost 608,375   564,505      
Allowance for expected credit losses 0   0      
Gross unrealized gains 9,519   14,535      
Gross unrealized losses (9,797)   (2,448)      
Fair value 608,097   576,592      
Corporate debt            
Fixed maturities            
Amortized cost 4,513,997   4,797,384      
Allowance for expected credit losses (4,643)   0      
Gross unrealized gains 200,202   140,426      
Gross unrealized losses (47,145)   (7,556)      
Fair value 4,662,411   4,930,254      
Agency RMBS            
Fixed maturities            
Amortized cost 1,483,883   1,570,823      
Allowance for expected credit losses 0   0      
Gross unrealized gains 51,466   25,215      
Gross unrealized losses (276)   (3,454)      
Fair value 1,535,073   1,592,584      
CMBS            
Fixed maturities            
Amortized cost 1,302,049   1,340,156      
Allowance for expected credit losses 0   0      
Gross unrealized gains 79,241   29,838      
Gross unrealized losses (4,026)   (4,942)      
Fair value 1,377,264   1,365,052      
Non-agency RMBS            
Fixed maturities            
Amortized cost 118,085   84,381      
Allowance for expected credit losses (20)   0      
Gross unrealized gains 2,396   1,393      
Gross unrealized losses (2,242)   (852)      
Fair value 118,219   84,922      
ABS            
Fixed maturities            
Amortized cost 1,558,578   1,599,867      
Allowance for expected credit losses (1,594)   0      
Gross unrealized gains 9,798   4,706      
Gross unrealized losses (32,218)   (5,880)      
Fair value 1,534,564   1,598,693      
Municipals            
Fixed maturities            
Amortized cost 187,966   203,275      
Allowance for expected credit losses 0   0      
Gross unrealized gains 9,730   4,359      
Gross unrealized losses (176)   (407)      
Fair value $ 197,520   $ 207,227