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OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Assets (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement $ 798,434 $ 375,829
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 798,434 375,829
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 263,245 70,322
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 255,776 99,199
Net Amount 279,413 206,308
Free-Standing derivatives    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives subject to a master netting arrangement 630,474 263,349
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 630,474 263,349
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, subject to a master netting arrangement 263,245 70,322
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 255,776 99,199
Net Amount 111,453 93,828
Total derivatives, subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives subject to a master netting arrangement 630,474 263,349
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 630,474 263,349
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, subject to a master netting arrangement 263,245 70,322
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 255,776 99,199
Net Amount 111,453 93,828
Embedded derivative - Modco reinsurance treaties    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 30,600 7,072
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 30,600 7,072
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount 30,600 7,072
Embedded derivative - GLWB    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 137,360 105,272
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 137,360 105,272
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount 137,360 105,272
Other    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 0 136
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 0 136
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount 0 136
Total derivatives, not subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 167,960 112,480
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 167,960 112,480
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount $ 167,960 $ 112,480