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OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Assets (Details) - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement $ 536,727 $ 605,075
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 536,727 605,075
Derivative Asset, Not Offset, Policy Election Deduction 182,942 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 74,202 108,830
Net Amount 279,583 254,140
Free-Standing derivatives    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives 379,860 468,871
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 379,860 468,871
Derivative Asset, Not Subject to Master Netting Arrangement Deduction 182,942 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 74,202 108,830
Net Amount 122,716 117,936
Total derivatives, subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives 379,860 468,871
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 379,860 468,871
Derivative Asset, Not Subject to Master Netting Arrangement Deduction 182,942 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 74,202 108,830
Net Amount 122,716 117,936
Embedded derivative - Modco reinsurance treaties    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 1,551 1,009
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 1,551 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 1,551 1,009
Embedded derivative - GLWB    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 155,123 134,995
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 155,123 134,995
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 155,123 134,995
Other    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 193 200
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 193 200
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 193 200
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 156,867 136,204
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 156,867 136,204
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 $ 156,867 $ 136,204