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OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Assets (Details) - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement $ 586,765 $ 605,075
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 586,765 605,075
Derivative Asset, Not Offset, Policy Election Deduction 194,876 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 126,320 108,830
Net Amount 265,569 254,140
Free-Standing derivatives    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives 442,253 468,871
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 442,253 468,871
Derivative Asset, Not Subject to Master Netting Arrangement Deduction 194,876 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 126,320 108,830
Net Amount 121,057 117,936
Total derivatives, subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives 442,253 468,871
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 442,253 468,871
Derivative Asset, Not Subject to Master Netting Arrangement Deduction 194,876 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 126,320 108,830
Net Amount 121,057 117,936
Embedded derivative - Modco reinsurance treaties    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 497 1,009
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 497 1,009
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount 497 1,009
Embedded derivative - GLWB    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 143,855 134,995
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 143,855 134,995
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount 143,855 134,995
Other    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 160 200
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 160 200
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount 160 200
Total derivatives, not subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 144,512 136,204
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 144,512 136,204
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount $ 144,512 $ 136,204