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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives $ 78,059 $ (69,878)
Derivatives not designated as hedging instruments    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 78,059 (69,878)
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 82,658 (17,865)
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 (40) 3
Derivatives not designated as hedging instruments | VA    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives (19,829) (50,604)
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 (16,892) 3,448
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 (6,428) (30,817)
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 (7,583) (6,256)
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 12,016 (40,185)
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 (14) (1,469)
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 (63,710) (8,957)
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 6,490 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 56,292 33,632
Derivatives not designated as hedging instruments | FIA    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 6,500 (1,414)
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 (161) 297
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 (4,669) 10,700
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 11,330 (12,411)
Derivatives not designated as hedging instruments | IUL    
Notional amount and fair value of the entity's derivative financial instruments    
Total realized gains (losses) - derivatives 8,770 2
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 136 (799)
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 (1,250) 2,891
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 $ 9,884 $ (2,090)