DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Financial Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Other long-term investments, Fair Value	$ 537,775	$ 375,829
Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Fair Value	38	7,072
Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Fair Value	109,494	105,272
Derivatives not designated as hedging instruments
Derivative [Line Items]
Other long-term investments, Notional Amount	12,711,357	12,146,013
Other long-term investments, Fair Value	537,775	375,829
Other liabilities, Notional Amount	17,806,430	21,010,029
Other liabilities, Fair Value	972,965	755,461
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	1,583,000	1,515,500
Other long-term investments, Fair Value	47,915	28,501
Other liabilities, Notional Amount	525,000	775,000
Other liabilities, Fair Value	2,591	11,367
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	562,658	138,070
Other long-term investments, Fair Value	2,292	3,971
Other liabilities, Notional Amount	54,342	768,177
Other liabilities, Fair Value	276	23,054
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Notional Amount	39,878	585,294
Other long-term investments, Fair Value	38	7,072
Other liabilities, Notional Amount	2,325,352	1,795,287
Other liabilities, Fair Value	107,457	32,828
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Notional Amount	3,922,844	3,984,070
Other long-term investments, Fair Value	109,494	105,272
Other liabilities, Notional Amount	6,276,475	8,466,019
Other liabilities, Fair Value	313,190	289,343
Derivatives not designated as hedging instruments | Interest rate futures
Derivative [Line Items]
Other long-term investments, Notional Amount	295,638	286,208
Other long-term investments, Fair Value	7,267	10,302
Other liabilities, Notional Amount	870,669	863,706
Other liabilities, Fair Value	13,231	20,100
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Other long-term investments, Notional Amount	70,902	12,633
Other long-term investments, Fair Value	1,261	483
Other liabilities, Notional Amount	172,853	659,357
Other liabilities, Fair Value	3,512	33,753
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Other long-term investments, Notional Amount	174,407	0
Other long-term investments, Fair Value	718	0
Other liabilities, Notional Amount	57,073	202,747
Other liabilities, Fair Value	8	2,163
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Other long-term investments, Notional Amount	6,061,873	5,624,081
Other long-term investments, Fair Value	368,624	220,092
Other liabilities, Notional Amount	4,161,969	4,199,687
Other liabilities, Fair Value	153,460	34,178
Derivatives not designated as hedging instruments | Interest rate swaptions
Derivative [Line Items]
Other long-term investments, Notional Amount	0	0
Other long-term investments, Fair Value	0	0
Derivatives not designated as hedging instruments | Other
Derivative [Line Items]
Other long-term investments, Notional Amount	157	157
Other long-term investments, Fair Value	166	136
Other liabilities, Notional Amount	8,498	3,288
Other liabilities, Fair Value	985	252
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Other liabilities, Notional Amount	2,639,780	2,576,033
Other liabilities, Fair Value	263,445	217,288
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Other liabilities, Notional Amount	247,241	233,550
Other liabilities, Fair Value	112,814	90,231
Derivatives designated as hedging instruments | Cash flow hedges | Interest rate swaps
Derivative [Line Items]
Other liabilities, Notional Amount	350,000	350,000
Other liabilities, Fair Value	0	0
Derivatives designated as hedging instruments | Cash flow hedges | Foreign currency swaps
Derivative [Line Items]
Other liabilities, Notional Amount	117,178	117,178
Other liabilities, Fair Value	$ 1,996	$ 904