DERIVATIVE FINANCIAL INSTRUMENTS - Nature and Accounting Treatment of Derivative Financial Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2019	Dec. 31, 2018
Derivative [Line Items]
Other long-term investments, Fair Value	$ 798,434	$ 375,829
Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Fair Value	30,600	7,072
Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Fair Value	137,360	105,272
Derivatives not designated as hedging instruments
Derivative [Line Items]
Other long-term investments, Notional Amount	14,064,975	12,146,013
Other long-term investments, Fair Value	798,434	375,829
Other liabilities, Notional Amount	18,729,818	18,826,722
Other liabilities, Fair Value	1,738,909	755,461
Derivatives not designated as hedging instruments | Interest rate swaps
Derivative [Line Items]
Other long-term investments, Notional Amount	2,228,000	1,515,500
Other long-term investments, Fair Value	131,894	28,501
Other liabilities, Notional Amount	50,000	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	424,662	138,070
Other long-term investments, Fair Value	2,120	3,971
Other liabilities, Notional Amount	126,177	768,177
Other liabilities, Fair Value	916	23,054
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
Derivative [Line Items]
Other long-term investments, Notional Amount	1,245,889	585,294
Other long-term investments, Fair Value	30,600	7,072
Other liabilities, Notional Amount	2,283,624	1,795,287
Other liabilities, Fair Value	245,792	32,828
Derivatives not designated as hedging instruments | Embedded derivative - GLWB
Derivative [Line Items]
Other long-term investments, Notional Amount	2,388,462	3,984,070
Other long-term investments, Fair Value	137,360	105,272
Other liabilities, Notional Amount	7,583,625	6,282,712
Other liabilities, Fair Value	735,465	289,343
Derivatives not designated as hedging instruments | Embedded derivative - FIA
Derivative [Line Items]
Other liabilities, Notional Amount	2,792,499	2,576,033
Other liabilities, Fair Value	306,063	217,288
Derivatives not designated as hedging instruments | Embedded derivative - IUL
Derivative [Line Items]
Other liabilities, Notional Amount	276,466	233,550
Other liabilities, Fair Value	141,793	90,231
Derivatives not designated as hedging instruments | Interest rate futures
Derivative [Line Items]
Other long-term investments, Notional Amount	844,428	286,208
Other long-term investments, Fair Value	8,256	10,302
Other liabilities, Notional Amount	650,353	863,706
Other liabilities, Fair Value	7,776	20,100
Derivatives not designated as hedging instruments | Equity futures
Derivative [Line Items]
Other long-term investments, Notional Amount	322,478	12,633
Other long-term investments, Fair Value	2,425	483
Other liabilities, Notional Amount	137,284	659,357
Other liabilities, Fair Value	1,935	33,753
Derivatives not designated as hedging instruments | Currency futures
Derivative [Line Items]
Other long-term investments, Notional Amount	271,290	0
Other long-term investments, Fair Value	2,316	0
Other liabilities, Notional Amount	0	202,747
Other liabilities, Fair Value	0	2,163
Derivatives not designated as hedging instruments | Equity options
Derivative [Line Items]
Other long-term investments, Notional Amount	6,339,766	5,624,081
Other long-term investments, Fair Value	483,463	220,092
Other liabilities, Notional Amount	4,169,543	4,199,687
Other liabilities, Fair Value	239,814	34,178
Derivatives not designated as hedging instruments | Other
Derivative [Line Items]
Other long-term investments, Notional Amount	0	157
Other long-term investments, Fair Value	0	136
Other liabilities, Notional Amount	193,069	3,288
Other liabilities, Fair Value	45,839	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	$ 13,516	$ 904