DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Financial Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Other long-term investments, Fair Value	$ 441,393	$ 417,769
Other liabilities, Fair Value	230,082	176,979
Derivatives designated as hedging instruments | Cash flow hedges | Foreign currency swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	117,178	117,178
Other long-term investments, Fair Value	10,125	132
Other liabilities, Notional Amount	0	0
Other liabilities, Fair Value	0	0
Derivatives not designated as hedging instruments
Derivative [Line Items]
Other long-term investments, Notional Amount	12,093,372	11,184,348
Other long-term investments, Fair Value	571,936	542,243
Other liabilities, Notional Amount	14,222,493	14,274,589
Other liabilities, Fair Value	966,495	748,821
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	1,365,000	1,135,000
Other long-term investments, Fair Value	59,641	71,644
Other liabilities, Notional Amount	497,500	575,000
Other liabilities, Fair Value	267	10,208
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	0	0
Other long-term investments, Fair Value	0	0
Other liabilities, Notional Amount	347,330	0
Other liabilities, Fair Value	3,151	0
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Notional Amount	64,444	64,123
Other long-term investments, Fair Value	1,008	2,573
Other liabilities, Notional Amount	2,408,832	2,450,692
Other liabilities, Fair Value	209,334	141,301
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Notional Amount	4,710,781	4,601,633
Other long-term investments, Fair Value	129,344	121,752
Other liabilities, Notional Amount	4,855,482	5,962,044
Other liabilities, Fair Value	260,620	237,122
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Other liabilities, Notional Amount	1,845,942	1,496,346
Other liabilities, Fair Value	197,378	147,368
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Other liabilities, Notional Amount	150,277	103,838
Other liabilities, Fair Value	69,081	46,051
Derivatives not designated as hedging instruments | Interest rate futures
Derivative [Line Items]
Other long-term investments, Notional Amount	531,447	102,587
Other long-term investments, Fair Value	2,267	894
Other liabilities, Notional Amount	606,501	993,842
Other liabilities, Fair Value	6,401	6,611
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Other long-term investments, Notional Amount	46,334	654,113
Other long-term investments, Fair Value	333	5,805
Other liabilities, Notional Amount	340,041	102,667
Other liabilities, Fair Value	14,854	2,907
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Other long-term investments, Notional Amount	186,047	340,058
Other long-term investments, Fair Value	4,010	7,883
Other liabilities, Notional Amount	115,382	0
Other liabilities, Fair Value	1,958	0
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Other long-term investments, Notional Amount	4,846,984	3,944,444
Other long-term investments, Fair Value	364,936	328,908
Other liabilities, Notional Amount	3,055,206	2,590,160
Other liabilities, Fair Value	203,451	157,253
Derivatives not designated as hedging instruments | Interest rate swaptions
Derivative [Line Items]
Other long-term investments, Notional Amount	225,000	225,000
Other long-term investments, Fair Value	81	2,503
Derivatives not designated as hedging instruments | Other
Derivative [Line Items]
Other long-term investments, Notional Amount	157	212
Other long-term investments, Fair Value	$ 191	$ 149