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INVESTMENTS - Summary of Amortized Cost and Fair Values of Fixed Maturities (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Available for sale        
Amortized cost $ 12,176,473 $ 12,241,782    
Allowance for expected credit losses (11,733) (313) $ (323) $ 0
Gross unrealized gains 18,742 165,977    
Gross unrealized losses (856,588) (94,246)    
Fair value 11,326,894 12,313,200    
U.S. government and agency        
Available for sale        
Amortized cost 2,731,733 2,693,319    
Allowance for expected credit losses 0 0    
Gross unrealized gains 5,386 9,776    
Gross unrealized losses (97,789) (20,647)    
Fair value 2,639,330 2,682,448    
Non-U.S. government        
Available for sale        
Amortized cost 612,546 794,705    
Allowance for expected credit losses 0 0    
Gross unrealized gains 2,395 10,158    
Gross unrealized losses (52,912) (9,685)    
Fair value 562,029 795,178    
Corporate debt        
Available for sale        
Amortized cost 4,680,798 4,446,585    
Allowance for expected credit losses (11,521) (236)    
Gross unrealized gains 5,269 87,075    
Gross unrealized losses (418,990) (38,112)    
Fair value 4,255,556 4,495,312    
Agency RMBS        
Available for sale        
Amortized cost 1,297,423 1,065,973    
Allowance for expected credit losses 0 0    
Gross unrealized gains 4,663 17,397    
Gross unrealized losses (99,301) (8,781)    
Fair value 1,202,785 1,074,589    
CMBS        
Available for sale        
Amortized cost 1,029,863 1,223,051    
Allowance for expected credit losses 0 0    
Gross unrealized gains 60 29,827    
Gross unrealized losses (82,145) (4,687)    
Fair value 947,778 1,248,191    
Non-agency RMBS        
Available for sale        
Amortized cost 151,907 185,854    
Allowance for expected credit losses (123) (77)    
Gross unrealized gains 275 2,410    
Gross unrealized losses (18,525) (2,023)    
Fair value 133,534 186,164    
ABS        
Available for sale        
Amortized cost 1,499,728 1,628,739    
Allowance for expected credit losses (35) 0    
Gross unrealized gains 555 3,406    
Gross unrealized losses (70,721) (9,665)    
Fair value 1,429,527 1,622,480    
Municipals        
Available for sale        
Amortized cost 172,475 203,556    
Allowance for expected credit losses (54) 0    
Gross unrealized gains 139 5,928    
Gross unrealized losses (16,205) (646)    
Fair value $ 156,355 $ 208,838