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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
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Investment [Line Items]    
Fair Value $ 2,547,210 $ 2,776,327
Fixed maturities    
Investment [Line Items]    
Amortized Cost 2,633,474 2,718,904
Gross Unrecognized Holding Gains 0 76,586
Gross Unrecognized Holding Losses (86,264) (19,163)
Fair Value 2,547,210 2,776,327
Total OTTI Recognized in OCI 0 0
Fixed maturities | Red Mountain LLC    
Investment [Line Items]    
Amortized Cost 750,474 704,904
Gross Unrecognized Holding Gains 0 0
Gross Unrecognized Holding Losses (81,657) (19,163)
Fair Value 668,817 685,741
Total OTTI Recognized in OCI 0 0
Fixed maturities | Steel City LLC    
Investment [Line Items]    
Amortized Cost 1,883,000 2,014,000
Gross Unrecognized Holding Gains 0 76,586
Gross Unrecognized Holding Losses (4,607) 0
Fair Value 1,878,393 $ 2,090,586
Total OTTI Recognized in OCI $ 0