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INVESTMENT OPERATIONS - Schedule of Amortized Cost and Fair Value of the Company's Investments Classified as Held-to-Maturity (Details) - USD ($)
Jun. 30, 2020
Dec. 31, 2019
Jun. 30, 2019
Schedule of Investments [Line Items]      
Fair Value $ 2,947,350,000 $ 3,025,790,000  
Allowance for credit losses on held-to-maturity securities 0   $ 0
Fixed maturities      
Schedule of Investments [Line Items]      
Amortized Cost 2,728,529,000 2,823,881,000  
Gross Unrecognized Holding Gains 218,821,000 201,909,000  
Gross Unrecognized Holding Losses 0 0  
Fair Value 2,947,350,000 3,025,790,000  
Fixed maturities | Red Mountain, LLC      
Schedule of Investments [Line Items]      
Amortized Cost 813,529,000 795,881,000  
Gross Unrecognized Holding Gains 69,478,000 81,022,000  
Gross Unrecognized Holding Losses 0 0  
Fair Value 883,007,000 876,903,000  
Fixed maturities | Steel City, LLC      
Schedule of Investments [Line Items]      
Amortized Cost 1,915,000,000 2,028,000,000  
Gross Unrecognized Holding Gains 149,343,000 120,887,000  
Gross Unrecognized Holding Losses 0 0  
Fair Value $ 2,064,343,000 $ 2,148,887,000