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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 ($)
Sep. 30, 2020
Dec. 31, 2019
Sep. 30, 2019
Schedule of Investments [Line Items]      
Fair Value $ 2,990,170,000 $ 3,025,790,000  
Allowance for credit losses on held-to-maturity securities 0   $ 0
Fixed maturities      
Schedule of Investments [Line Items]      
Amortized Cost 2,680,324,000 2,823,881,000  
Gross Unrecognized Holding Gains 309,846,000 201,909,000  
Gross Unrecognized Holding Losses 0 0  
Fair Value 2,990,170,000 3,025,790,000  
Fixed maturities | Red Mountain, LLC      
Schedule of Investments [Line Items]      
Amortized Cost 822,324,000 795,881,000  
Gross Unrecognized Holding Gains 140,435,000 81,022,000  
Gross Unrecognized Holding Losses 0 0  
Fair Value 962,759,000 876,903,000  
Fixed maturities | Steel City, LLC      
Schedule of Investments [Line Items]      
Amortized Cost 1,858,000,000 2,028,000,000  
Gross Unrecognized Holding Gains 169,411,000 120,887,000  
Gross Unrecognized Holding Losses 0 0  
Fair Value $ 2,027,411,000 $ 2,148,887,000