DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Financial Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative asset, fair value	$ 429,369	$ 417,769
Derivative liability, fair value	203,002	176,979
Designated as hedging instrument | Cash flow hedges | Foreign currency swaps
Derivative [Line Items]
Derivative asset, notional amount	117,178	117,178
Derivative asset, fair value	2,671	132
Derivative liability, notional amount	0	0
Derivative liability, fair value	0	0
Derivatives not designated as hedging instruments
Derivative [Line Items]
Derivative asset, notional amount	13,041,832	11,184,348
Derivative asset, fair value	549,541	542,243
Derivative liability, notional amount	13,535,689	14,274,589
Derivative liability, fair value	905,220	748,821
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Derivative asset, notional amount	1,487,500	1,135,000
Derivative asset, fair value	57,710	71,644
Derivative liability, notional amount	375,000	575,000
Derivative liability, fair value	573	10,208
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Derivative asset, notional amount	122,207	0
Derivative asset, fair value	398	0
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Derivative asset, notional amount	64,255	64,123
Derivative asset, fair value	676	2,573
Derivative liability, notional amount	2,417,531	2,450,692
Derivative liability, fair value	196,882	141,301
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Derivative asset, notional amount	4,550,613	4,601,633
Derivative asset, fair value	119,347	121,752
Derivative liability, notional amount	4,982,936	5,962,044
Derivative liability, fair value	251,363	237,122
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Derivative liability, notional amount	1,737,505	1,496,346
Derivative liability, fair value	191,226	147,368
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Derivative liability, notional amount	133,556	103,838
Derivative liability, fair value	62,747	46,051
Derivatives not designated as hedging instruments | Interest Rate Futures
Derivative [Line Items]
Derivative asset, notional amount	1,009,166	102,587
Derivative asset, fair value	8,208	894
Derivative liability, notional amount	490,873	993,842
Derivative liability, fair value	2,524	6,611
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Derivative asset, notional amount	683,430	654,113
Derivative asset, fair value	3,963	5,805
Derivative liability, notional amount	1,816	102,667
Derivative liability, fair value	1	2,907
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Derivative asset, notional amount	74,783	340,058
Derivative asset, fair value	1,833	7,883
Derivative liability, notional amount	228,612	0
Derivative liability, fair value	3,587	0
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Derivative asset, notional amount	4,707,543	3,944,444
Derivative asset, fair value	354,214	328,908
Derivative liability, notional amount	3,167,860	2,590,160
Derivative liability, fair value	196,317	157,253
Derivatives not designated as hedging instruments | Interest rate swaptions
Derivative [Line Items]
Derivative asset, notional amount	225,000	225,000
Derivative asset, fair value	372	2,503
Derivatives not designated as hedging instruments | Other derivatives
Derivative [Line Items]
Derivative asset, notional amount	157	212
Derivative asset, fair value	$ 149	$ 149