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INVESTMENTS - Contractual maturities of fixed maturities (Details) - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Amortized Cost    
Due in one year or less $ 486,659 $ 313,287
Due after one year through five years 4,906,207 3,906,190
Due after five years through ten years 2,338,964 2,546,299
Due after ten years 209,357 326,206
Total fixed maturities with a single maturity date (amortized cost) 7,941,187 7,091,982
Total 12,611,219 11,523,316
Fair Value    
Due in one year or less 484,663 305,972
Due after one year through five years 4,912,189 3,850,149
Due after five years through ten years 2,350,433 2,510,975
Due after ten years 218,729 319,511
Total fixed maturities with a single maturity date (fair value) 7,966,014 6,986,607
Fair Value $ 12,622,006 $ 11,397,114
% of Total Fair Value    
Due in one year or less 3.80% 2.80%
Due after one year through five years 38.90% 33.80%
Due after five years through ten years 18.60% 22.00%
Due after ten years 1.70% 2.80%
Fixed maturities with a single maturity date (% of total fair value) 63.00% 61.40%
Total 100.00% 100.00%
Agency RMBS    
Amortized Cost    
Fixed maturities without a single maturity date $ 2,414,720 $ 2,487,837
Total 2,414,720 2,487,837
Fair Value    
Fixed maturities without a single maturity date (fair value) 2,395,152 2,465,135
Fair Value $ 2,395,152 $ 2,465,135
% of Total Fair Value    
Fixed maturities without a single maturity date (% of total fair value) 19.00% 21.60%
CMBS    
Amortized Cost    
Fixed maturities without a single maturity date $ 776,715 $ 664,368
Total 776,715 664,368
Fair Value    
Fixed maturities without a single maturity date (fair value) 777,728 666,237
Fair Value $ 777,728 $ 666,237
% of Total Fair Value    
Fixed maturities without a single maturity date (% of total fair value) 6.20% 5.80%
Non-Agency RMBS    
Amortized Cost    
Fixed maturities without a single maturity date $ 45,713 $ 57,316
Total 45,713 57,316
Fair Value    
Fixed maturities without a single maturity date (fair value) 46,831 56,921
Fair Value $ 46,831 $ 56,921
% of Total Fair Value    
Fixed maturities without a single maturity date (% of total fair value) 0.40% 0.50%
ABS    
Amortized Cost    
Fixed maturities without a single maturity date $ 1,432,884 $ 1,221,813
Total 1,432,884 1,221,813
Fair Value    
Fixed maturities without a single maturity date (fair value) 1,436,281 1,222,214
Fair Value $ 1,436,281 $ 1,222,214
% of Total Fair Value    
Fixed maturities without a single maturity date (% of total fair value) 11.40% 10.70%