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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
3 Months Ended 12 Months Ended
Mar. 31, 2019
Dec. 31, 2018
Investment [Line Items]    
Fair Value $ 2,594,441 $ 2,547,210
Fixed maturities    
Investment [Line Items]    
Amortized Cost 2,607,356 2,633,474
Gross Unrecognized Holding Gains 43,568 0
Gross Unrecognized Holding Losses (56,483) (86,264)
Fair Value 2,594,441 2,547,210
Total OTTI Recognized in OCI 0 0
Fixed maturities | Red Mountain, LLC    
Investment [Line Items]    
Amortized Cost 764,356 750,474
Gross Unrecognized Holding Gains 0 0
Gross Unrecognized Holding Losses (56,483) (81,657)
Fair Value 707,873 668,817
Total OTTI Recognized in OCI 0 0
Fixed maturities | Steel City, LLC    
Investment [Line Items]    
Amortized Cost 1,843,000 1,883,000
Gross Unrecognized Holding Gains 43,568 0
Gross Unrecognized Holding Losses 0 (4,607)
Fair Value 1,886,568 1,878,393
Total OTTI Recognized in OCI $ 0 $ 0