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INVESTMENT OPERATIONS - Schedule of Amortized Cost and Fair Value of the Company's Investments Classified as Held-to-Maturity (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2018
Dec. 31, 2017
Investment [Line Items]    
Fair Value $ 2,577,841 $ 2,776,327
Fixed maturities    
Investment [Line Items]    
Amortized Cost 2,653,605 2,718,904
Gross Unrecognized Holding Gains 1,728 76,586
Gross Unrecognized Holding Losses (77,492) (19,163)
Fair Value 2,577,841 2,776,327
Total OTTI Recognized in OCI 0 0
Fixed maturities | Red Mountain, LLC    
Investment [Line Items]    
Amortized Cost 736,605 704,904
Gross Unrecognized Holding Gains 0 0
Gross Unrecognized Holding Losses (77,492) (19,163)
Fair Value 659,113 685,741
Total OTTI Recognized in OCI 0 0
Fixed maturities | Steel City, LLC    
Investment [Line Items]    
Amortized Cost 1,917,000 2,014,000
Gross Unrecognized Holding Gains 1,728 76,586
Gross Unrecognized Holding Losses 0 0
Fair Value 1,918,728 2,090,586
Total OTTI Recognized in OCI $ 0 $ 0