OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Liabilities (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	$ 2,155,762	$ 1,547,178
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	2,155,762	1,547,178
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	328,282	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	2,040	4,791
Net Amount	1,825,440	1,089,825
Repurchase agreements
Gross Amounts of Recognized Liabilities	100,000	270,000
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	100,000	270,000
Gross Amounts Not Offset in the Statement of Financial Position, Financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	100,000	270,000
Total Liabilities
Gross Amounts of Recognized Liabilities	2,255,762	1,817,178
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	2,255,762	1,817,178
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	328,282	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	2,040	4,791
Net Amount	1,925,440	1,359,825
Free-Standing derivatives
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	332,141	458,623
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	332,141	458,623
Derivative Liability, Not Offset, Policy election deduction, financial instruments	328,282	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	2,040	4,791
Net Amount	1,819	1,270
Total derivatives, subject to a master netting arrangement or similar arrangement
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to master netting arrangement or similar arrangement	332,141	458,623
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	332,141	458,623
Derivative Liability, Not Offset, Policy election deduction, financial instruments	328,282	452,562
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	2,040	4,791
Net Amount	1,819	1,270
Embedded derivative - Modco reinsurance treaties
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	289,709	231,516
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	289,709	231,516
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	289,709	231,516
Funds withheld derivative
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	159,370	70,583
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	159,370	70,583
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	159,370	70,583
Embedded derivative - GLWB
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	636,398	248,577
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	636,398	248,577
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	636,398	248,577
Embedded derivative - FIA
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	497,336	332,869
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	497,336	332,869
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	497,336	332,869
Embedded derivative - IUL
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	196,655	151,765
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	196,655	151,765
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	196,655	151,765
Other
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	44,153	53,245
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	44,153	53,245
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	44,153	53,245
Total derivatives, not subject to a master netting arrangement or similar arrangement
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	1,823,621	1,088,555
Gross Amounts Offset in the Balance Sheets	0	0
Net Amounts of Liabilities Presented in the Balance Sheets	1,823,621	1,088,555
Derivative Liability, Not Subject to Master Netting Arrangement Deduction, financial instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash collateral paid	0	0
Net Amount	$ 1,823,621	$ 1,088,555