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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses), Derivative Instruments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross $ 60,988 $ (305,828) $ (40,288)
Derivatives not designated as hedging instruments      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 60,988 (305,828) (40,288)
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 166,757 (103,009) 390
Derivatives not designated as hedging instruments | Other derivatives      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 14 50 (24)
Derivatives not designated as hedging instruments | VA      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (105,610) (186,863) (49,692)
Derivatives not designated as hedging instruments | VA | Interest rate futures      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (25,473) 26,015 (3,450)
Derivatives not designated as hedging instruments | VA | Equity futures      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (88,208) (91,776) (106,431)
Derivatives not designated as hedging instruments | VA | Currency futures      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 10,275 (23,176) 33,836
Derivatives not designated as hedging instruments | VA | Equity options      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 38,083 (94,791) (60,962)
Derivatives not designated as hedging instruments | VA | Interest rate swaptions      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (14) (2,490) (1,161)
Derivatives not designated as hedging instruments | VA | Interest rate swaps      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (45,185) 27,981 20,420
Derivatives not designated as hedging instruments | VA | Total return swaps      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 77,225 (32,240) 0
Derivatives not designated as hedging instruments | VA | Embedded derivative - GLWB      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (72,313) 3,614 68,056
Derivatives not designated as hedging instruments | FIA      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (3,158) (10,651) (4,097)
Derivatives not designated as hedging instruments | FIA | Equity futures      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 330 642 4,248
Derivatives not designated as hedging instruments | FIA | Equity options      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (38,885) 44,585 8,149
Derivatives not designated as hedging instruments | FIA | Embedded derivative—FIA      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 35,397 (55,878) (16,494)
Derivatives not designated as hedging instruments | IUL      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 2,985 (5,355) 13,135
Derivatives not designated as hedging instruments | IUL | Equity futures      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross 261 (818) 129
Derivatives not designated as hedging instruments | IUL | Equity options      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross (6,338) 9,580 3,477
Derivatives not designated as hedging instruments | IUL | Embedded derivative—IUL      
Realized investment gains (losses) - derivative instruments      
Realized investment gains (losses) - derivatives, gross $ 9,062 $ (14,117) $ 9,529