OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Liabilities (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to a master netting arrangement or similar agreement	$ 230,082	$ 176,979
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	736,413	571,842
Gross Amounts of Recognized Liabilities	966,495	748,821
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position, Subject to a master netting arrangement or similar arrangement	230,082	176,979
Net Amounts of Liabilities Presented in the Statement of Financial Position	966,495	748,821
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	211,435	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral	18,647	5,595
Net Amount, Subject to a master netting arrangement or similar arrangement	0	0
Net Amount	736,413	571,842
Repurchase agreements
Gross Amounts of Recognized Liabilities	493,785	797,721
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position	493,785	797,721
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	493,785	797,721
Total Liabilities
Gross Amounts of Recognized Liabilities	1,460,280	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	1,460,280	1,546,542
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	211,435	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral Paid	18,647	5,595
Net Amount	1,230,198	1,369,563
Free-Standing derivatives
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Subject to a master netting arrangement or similar agreement	230,082	176,979
Gross Amounts Offset in the Statement of Financial Position	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Position, Subject to a master netting arrangement or similar arrangement	230,082	176,979
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments	211,435	171,384
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral	18,647	5,595
Net Amount, Subject to a master netting arrangement or similar arrangement	0	0
Embedded derivative - Modco reinsurance treaties
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	209,334	141,301
Embedded derivative - GLWB
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	260,620	237,122
Embedded derivative - FIA
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	197,378	147,368
Embedded derivative - IUL
Offsetting of Liabilities
Gross Amounts of Recognized Liabilities, Not subject to a master netting arrangement or similar arrangement	$ 69,081	$ 46,051