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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ 12,265 $ (108,188) $ 90,324 $ (178,066)
Derivatives not designated as hedging instruments        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 12,265 (108,188) 90,324 (178,066)
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 45,183 (52,703) 127,841 (70,568)
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 33 (5) (7) (2)
Derivatives not designated as hedging instruments | VA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (36,115) (46,376) (55,944) (96,980)
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 1,552 12,749 (15,340) 16,197
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 (10,864) (18,613) (17,292) (49,430)
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 12,063 (10,018) 4,480 (16,274)
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 (38,216) (12,884) (26,200) (53,069)
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 0 (662) (14) (2,131)
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 (26,149) 34,946 (89,859) 25,989
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 (10,055) (1,618) (3,565) (1,618)
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 35,554 (50,276) 91,846 (16,644)
Derivatives not designated as hedging instruments | FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 2,304 (1,967) 8,804 (3,381)
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 (167) (202) (328) 95
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 7,398 7,569 2,729 18,269
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 (4,927) (9,334) 6,403 (21,745)
Derivatives not designated as hedging instruments | IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 860 (7,137) 9,630 (7,135)
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 0 (137) 136 (936)
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 2,086 1,571 836 4,462
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 $ (1,226) $ (8,571) $ 8,658 $ (10,661)