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INVESTMENTS (Fixed Maturities) (Details) - USD ($)
$ in Thousands
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Fixed maturities            
Amortized cost $ 12,201,832   $ 12,263,240      
Allowance for expected credit losses (2,498) $ (6,257) 0 $ 0 $ 0 $ 0
Gross unrealized gains 463,461   236,817      
Gross unrealized losses (53,554)   (31,852)      
Fair value 12,609,241   12,468,205      
U.S. government and agency            
Fixed maturities            
Amortized cost 1,929,224   2,102,849      
Allowance for expected credit losses 0   0      
Gross unrealized gains 62,872   16,345      
Gross unrealized losses (630)   (6,313)      
Fair value 1,991,466   2,112,881      
Non-U.S. government            
Fixed maturities            
Amortized cost 659,744   564,505      
Allowance for expected credit losses 0   0      
Gross unrealized gains 18,099   14,535      
Gross unrealized losses (4,042)   (2,448)      
Fair value 673,801   576,592      
Corporate debt            
Fixed maturities            
Amortized cost 4,607,629   4,797,384      
Allowance for expected credit losses (2,462)   0      
Gross unrealized gains 214,924   140,426      
Gross unrealized losses (23,360)   (7,556)      
Fair value 4,796,731   4,930,254      
Agency RMBS            
Fixed maturities            
Amortized cost 1,630,014   1,570,823      
Allowance for expected credit losses 0   0      
Gross unrealized gains 48,465   25,215      
Gross unrealized losses (1,373)   (3,454)      
Fair value 1,677,106   1,592,584      
CMBS            
Fixed maturities            
Amortized cost 1,291,291   1,340,156      
Allowance for expected credit losses 0   0      
Gross unrealized gains 92,012   29,838      
Gross unrealized losses (2,565)   (4,942)      
Fair value 1,380,738   1,365,052      
Non-agency RMBS            
Fixed maturities            
Amortized cost 131,937   84,381      
Allowance for expected credit losses (36)   0      
Gross unrealized gains 2,733   1,393      
Gross unrealized losses (1,104)   (852)      
Fair value 133,530   84,922      
ABS            
Fixed maturities            
Amortized cost 1,679,839   1,599,867      
Allowance for expected credit losses 0   0      
Gross unrealized gains 12,374   4,706      
Gross unrealized losses (20,038)   (5,880)      
Fair value 1,672,175   1,598,693      
Municipals            
Fixed maturities            
Amortized cost 272,154   203,275      
Allowance for expected credit losses 0   0      
Gross unrealized gains 11,982   4,359      
Gross unrealized losses (442)   (407)      
Fair value $ 283,694   $ 207,227