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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 ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2017
Dec. 31, 2016
Investment [Line Items]    
Fair Value $ 2,796,603 $ 2,733,340
Fixed maturities    
Investment [Line Items]    
Amortized Cost 2,730,995 2,770,177
Gross Unrecognized Holding Gains 82,913 30,385
Gross Unrecognized Holding Losses (17,305) (67,222)
Fair Value 2,796,603 2,733,340
Total OTTI Recognized in OCI 0 0
Red Mountain LLC | Fixed maturities    
Investment [Line Items]    
Amortized Cost 690,995 654,177
Gross Unrecognized Holding Gains 0 0
Gross Unrecognized Holding Losses (17,305) (67,222)
Fair Value 673,690 586,955
Total OTTI Recognized in OCI 0 0
Steel City LLC | Fixed maturities    
Investment [Line Items]    
Amortized Cost 2,040,000 2,116,000
Gross Unrecognized Holding Gains 82,913 30,385
Gross Unrecognized Holding Losses 0 0
Fair Value 2,122,913 2,146,385
Total OTTI Recognized in OCI $ 0 $ 0