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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ (82,341) $ 116 $ (260,407) $ (156,749)
Derivatives not designated as hedging instruments        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (82,341) 116 (260,407) (156,749)
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 (19,746) (24,187) (90,314) (105,362)
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 43 50 41 (50)
Derivatives not designated as hedging instruments | VA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (57,076) 21,076 (154,056) (49,476)
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 549 (7,002) 16,746 62,065
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 (25,959) (41,836) (75,389) (66,392)
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 (6,092) 934 (22,366) 5,888
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 (23,307) (36,482) (76,376) (23,410)
Derivatives not designated as hedging instruments | VA | Interest rate swaptions        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (292) (229) (2,423) (3,212)
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 5,342 14,737 31,331 221,884
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 (8,057) 0 (9,675) 0
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 740 90,954 (15,904) (246,299)
Derivatives not designated as hedging instruments | FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (7,298) (5,667) (10,679) (9,913)
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 66 2,236 161 4,269
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 11,242 6,583 29,511 1,756
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 (18,606) (14,486) (40,351) (15,938)
Derivatives not designated as hedging instruments | FIA | Volatility futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 0 0 0 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 1,736 8,844 (5,399) 8,052
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 58 101 (878) (71)
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 1,975 1,607 6,437 1,821
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 $ (297) $ 7,136 $ (10,958) $ 6,302