DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Financial Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2019	Dec. 31, 2018
Derivative [Line Items]
Other long-term investments, Fair Value	$ 643,796	$ 375,829
Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Fair Value	13,738	7,072
Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Fair Value	97,185	105,272
Derivatives not designated as hedging instruments
Derivative [Line Items]
Other long-term investments, Notional Amount	13,393,082	12,146,013
Other long-term investments, Fair Value	643,796	375,829
Other liabilities, Notional Amount	18,536,148	18,826,722
Other liabilities, Fair Value	1,319,193	755,461
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	2,188,000	1,515,500
Other long-term investments, Fair Value	90,599	28,501
Other liabilities, Notional Amount	70,000	775,000
Other liabilities, Fair Value	0	11,367
Derivatives not designated as hedging instruments | Total return swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	132,044	138,070
Other long-term investments, Fair Value	1,065	3,971
Other liabilities, Notional Amount	361,607	768,177
Other liabilities, Fair Value	1,112	23,054
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Notional Amount	1,248,634	585,294
Other long-term investments, Fair Value	13,738	7,072
Other liabilities, Notional Amount	2,287,547	1,795,287
Other liabilities, Fair Value	188,853	32,828
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Notional Amount	3,153,016	3,984,070
Other long-term investments, Fair Value	97,185	105,272
Other liabilities, Notional Amount	6,943,853	6,282,712
Other liabilities, Fair Value	471,199	289,343
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Other liabilities, Notional Amount	2,739,208	2,576,033
Other liabilities, Fair Value	298,721	217,288
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Other liabilities, Notional Amount	262,828	233,550
Other liabilities, Fair Value	136,660	90,231
Derivatives not designated as hedging instruments | Interest rate futures
Derivative [Line Items]
Other long-term investments, Notional Amount	393,518	286,208
Other long-term investments, Fair Value	8,703	10,302
Other liabilities, Notional Amount	901,165	863,706
Other liabilities, Fair Value	16,464	20,100
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Other long-term investments, Notional Amount	101,064	12,633
Other long-term investments, Fair Value	639	483
Other liabilities, Notional Amount	225,125	659,357
Other liabilities, Fair Value	2,967	33,753
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Other liabilities, Notional Amount	256,513	202,747
Other liabilities, Fair Value	1,105	2,163
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Other long-term investments, Notional Amount	6,176,649	5,624,081
Other long-term investments, Fair Value	431,694	220,092
Other liabilities, Notional Amount	4,008,015	4,199,687
Other liabilities, Fair Value	198,159	34,178
Derivatives not designated as hedging instruments | Other
Derivative [Line Items]
Other long-term investments, Notional Amount	157	157
Other long-term investments, Fair Value	173	136
Other liabilities, Notional Amount	13,109	3,288
Other liabilities, Fair Value	1,644	252
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	$ 2,309	$ 904