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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investments Gains and Losses (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ 15,337 $ 42,286 $ 92,899 $ (86,288)
Derivatives not designated as hedging instruments        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 15,337 42,286 92,899 (86,288)
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (25,438) (44,027) (55,864) (199,704)
Derivatives not designated as hedging instruments | Derivatives with PLC        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 19,833 7,583 22,179 14,852
Derivatives not designated as hedging instruments | Other derivatives        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 5,430 (1,622) 10,818 (3,011)
Derivatives not designated as hedging instruments | VA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (20,866) 72,002 155,060 117,229
Derivatives not designated as hedging instruments | VA | Interest rate futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 2,257 727 (3,565) (16,575)
Derivatives not designated as hedging instruments | VA | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (1,187) 5,220 131,912 37,517
Derivatives not designated as hedging instruments | VA | Currency futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (9,536) 9,181 1,438 11,028
Derivatives not designated as hedging instruments | VA | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (41,584) (3,957) 66,647 (97,354)
Derivatives not designated as hedging instruments | VA | Interest rate swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (57,657) 149,766 363,644 342,561
Derivatives not designated as hedging instruments | VA | Total return swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (31,465) (1,950) 30,680 (50,522)
Derivatives not designated as hedging instruments | VA | Embedded derivative - GLWB        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 72,519 (86,635) (332,202) (189,624)
Derivatives not designated as hedging instruments | VA | Funds withheld derivative        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 45,787 (350) (103,494) 80,198
Derivatives not designated as hedging instruments | FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 14,425 1,412 (38,912) (6,978)
Derivatives not designated as hedging instruments | FIA | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 518 962 (6,550) 964
Derivatives not designated as hedging instruments | FIA | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 24,870 4,785 15,031 60,026
Derivatives not designated as hedging instruments | FIA | Funds withheld derivative        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (2,804) 0 (9,586) 0
Derivatives not designated as hedging instruments | FIA | Embedded derivative - FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (8,642) (4,335) (38,065) (67,968)
Derivatives not designated as hedging instruments | FIA | Other derivatives        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 483 0 258 0
Derivatives not designated as hedging instruments | IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 21,953 6,938 (382) (8,676)
Derivatives not designated as hedging instruments | IUL | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (230) 91 (2,374) 347
Derivatives not designated as hedging instruments | IUL | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 6,535 586 583 9,372
Derivatives not designated as hedging instruments | IUL | Embedded derivative - IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ 15,648 $ 6,261 $ 1,409 $ (18,395)