OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	$ 802,493	$ 748,821
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	802,493	748,821
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	206,954	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	8,465	5,595
Net Amount	587,074	571,842
Repurchase agreements
Gross Amounts of Recognized Liabilities	787,652	797,721
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	787,652	797,721
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	787,652	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	0	0
Net Amount	0	797,721
Total Liabilities
Gross Amounts of Recognized Liabilities	1,590,145	1,546,542
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	1,590,145	1,546,542
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	994,606	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	8,465	5,595
Net Amount	587,074	1,369,563
Free-Standing derivatives
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	215,419	176,979
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	215,419	176,979
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	206,954	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	8,465	5,595
Net Amount	0	0
Total derivatives, subject to a master netting arrangement or similar arrangement
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	215,419	176,979
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	215,419	176,979
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	206,954	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	8,465	5,595
Net Amount	0	0
Embedded derivative - Modco reinsurance treaties
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	150,924	141,301
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	150,924	141,301
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	150,924	141,301
Embedded derivative - GLWB
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	214,550	237,122
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	214,550	237,122
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	214,550	237,122
Embedded derivative - FIA
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	170,215	147,368
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	170,215	147,368
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	170,215	147,368
Embedded derivative - IUL
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	51,385	46,051
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	51,385	46,051
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	51,385	46,051
Total derivatives, not subject to a master netting arrangement or similar arrangement
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities	587,074	571,842
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	587,074	571,842
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	$ 587,074	$ 571,842