DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	$ (69,878)	$ (73,499)
Derivatives not designated as hedging instruments
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(69,878)	(73,499)
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(17,865)	(58,355)
Derivatives not designated as hedging instruments | Other derivatives
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	3	(45)
Derivatives not designated as hedging instruments | Annuity account
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(50,604)	(7,773)
Derivatives not designated as hedging instruments | Annuity account | Interest rate futures
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	3,448	37,801
Derivatives not designated as hedging instruments | Annuity account | Equity futures
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(30,817)	(3,228)
Derivatives not designated as hedging instruments | Annuity account | Currency futures
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(6,256)	(6,158)
Derivatives not designated as hedging instruments | Annuity account | Equity options
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(40,185)	16,304
Derivatives not designated as hedging instruments | Annuity account | Interest rate swaptions
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(1,469)	(2,234)
Derivatives not designated as hedging instruments | Annuity account | Interest rate swaps
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(8,957)	125,593
Derivatives not designated as hedging instruments | Annuity account | Embedded derivative - GLWB
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	33,632	(175,851)
Derivatives not designated as hedging instruments | FIA
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(1,414)	(6,342)
Derivatives not designated as hedging instruments | FIA | Equity futures
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	297	1,382
Derivatives not designated as hedging instruments | FIA | Equity options
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	10,700	(5,562)
Derivatives not designated as hedging instruments | FIA | Embedded derivative - FIA
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(12,411)	(2,162)
Derivatives not designated as hedging instruments | FIA | Volatility futures
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	0	0
Derivatives not designated as hedging instruments | IUL
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	2	(984)
Derivatives not designated as hedging instruments | IUL | Equity futures
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	(799)	(219)
Derivatives not designated as hedging instruments | IUL | Equity options
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	2,891	(27)
Derivatives not designated as hedging instruments | IUL | Embedded derivative - IUL
Notional amount and fair value of the entity's derivative financial instruments
Derivative financial instruments	$ (2,090)	$ (738)