DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Financial Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Other long-term investments, Fair Value	$ 586,765	$ 605,075
Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Fair Value	497	1,009
Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Fair Value	143,855	134,995
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	12,131	6,016
Derivatives not designated as hedging instruments
Derivative [Line Items]
Other long-term investments, Notional Amount	13,153,335	12,331,534
Other long-term investments, Fair Value	586,765	605,075
Other liabilities, Notional Amount	14,734,958	13,986,996
Other liabilities, Fair Value	817,705	1,007,572
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	1,065,000	1,265,000
Other long-term investments, Fair Value	25,943	55,411
Other liabilities, Notional Amount	997,500	597,500
Other liabilities, Fair Value	12,157	2,960
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	448,872	190,938
Other long-term investments, Fair Value	18,678	135
Other liabilities, Notional Amount	0	243,388
Other liabilities, Fair Value	0	318
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Notional Amount	64,798	64,472
Other long-term investments, Fair Value	497	1,009
Other liabilities, Notional Amount	2,375,807	2,390,539
Other liabilities, Fair Value	126,090	215,247
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Notional Amount	5,264,710	4,897,069
Other long-term investments, Fair Value	143,855	134,995
Other liabilities, Notional Amount	4,378,592	4,718,311
Other liabilities, Fair Value	199,322	246,755
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Other liabilities, Notional Amount	2,109,420	1,951,650
Other liabilities, Fair Value	218,340	218,676
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Other liabilities, Notional Amount	186,173	168,349
Other liabilities, Fair Value	77,350	80,212
Derivatives not designated as hedging instruments | Interest rate futures
Derivative [Line Items]
Other long-term investments, Notional Amount	375,718	1,071,870
Other long-term investments, Fair Value	8,059	3,178
Other liabilities, Notional Amount	872,564	230,404
Other liabilities, Fair Value	4,630	917
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Other long-term investments, Notional Amount	272,807	62,266
Other long-term investments, Fair Value	11,218	154
Other liabilities, Notional Amount	95,918	318,795
Other liabilities, Fair Value	1,288	2,593
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Other long-term investments, Notional Amount	150,801	1,117
Other long-term investments, Fair Value	1,127	2
Other liabilities, Notional Amount	95,062	255,248
Other liabilities, Fair Value	971	2,087
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Other long-term investments, Notional Amount	5,168,294	4,436,467
Other long-term investments, Fair Value	365,097	403,961
Other liabilities, Notional Amount	3,623,922	3,112,812
Other liabilities, Fair Value	177,557	237,807
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	0	14
Derivatives not designated as hedging instruments | Other
Derivative [Line Items]
Other long-term investments, Notional Amount	157	157
Other long-term investments, Fair Value	$ 160	$ 200