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DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ (102,403) $ (27,465) $ (370,123) $ 62,859
Derivatives not designated as hedging instruments        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (102,403) (27,465) (370,123) 62,859
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (44,027) 10,811 (199,704) 138,652
Derivatives not designated as hedging instruments | Other derivatives        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (1,622) (51) (3,011) (58)
Derivatives not designated as hedging instruments | VA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (65,104) (37,343) (151,754) (93,287)
Derivatives not designated as hedging instruments | VA | Interest rate futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 727 2,111 (16,575) (13,229)
Derivatives not designated as hedging instruments | VA | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 5,220 (5,733) 37,517 (23,025)
Derivatives not designated as hedging instruments | VA | Currency futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 9,181 3,410 11,028 7,890
Derivatives not designated as hedging instruments | VA | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (3,957) (21,206) (97,354) (47,406)
Derivatives not designated as hedging instruments | VA | Interest rate swaptions        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 0 0 0 (14)
Derivatives not designated as hedging instruments | VA | Interest rate swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 149,766 (41,288) 342,561 (131,147)
Derivatives not designated as hedging instruments | VA | Total return swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (1,950) (32,343) (50,522) (35,908)
Derivatives not designated as hedging instruments | VA | Embedded derivative - GLWB        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (224,091) 57,706 (378,409) 149,552
Derivatives not designated as hedging instruments | FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 1,412 3,726 (6,978) 12,530
Derivatives not designated as hedging instruments | FIA | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 962 (388) 964 (716)
Derivatives not designated as hedging instruments | FIA | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 4,785 18,474 60,026 21,203
Derivatives not designated as hedging instruments | FIA | Embedded derivative - FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (4,335) (14,360) (67,968) (7,957)
Derivatives not designated as hedging instruments | IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 6,938 (4,608) (8,676) 5,022
Derivatives not designated as hedging instruments | IUL | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 91 (1) 347 135
Derivatives not designated as hedging instruments | IUL | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 586 4,928 9,372 5,764
Derivatives not designated as hedging instruments | IUL | Embedded derivative - IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ 6,261 $ (9,535) $ (18,395) $ (877)