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INVESTMENTS (Fixed Maturities) (Details) - USD ($)
$ in Thousands
Sep. 30, 2018
Dec. 31, 2017
Fixed maturities    
Amortized Cost $ 11,941,555 $ 12,611,219
Gross Unrealized Gains 33,562 101,660
Gross Unrealized Losses (207,420) (90,873)
Fair Value 11,767,697 12,622,006
Non-credit OTTI in AOCI (868) (853)
U.S. government and agency    
Fixed maturities    
Amortized Cost 1,625,114 1,727,643
Gross Unrealized Gains 414 1,735
Gross Unrealized Losses (20,063) (16,909)
Fair Value 1,605,465 1,712,469
Non-credit OTTI in AOCI 0 0
Non-U.S. government    
Fixed maturities    
Amortized Cost 558,862 798,582
Gross Unrealized Gains 3,013 17,240
Gross Unrealized Losses (13,750) (9,523)
Fair Value 548,125 806,299
Non-credit OTTI in AOCI 0 0
Corporate debt    
Fixed maturities    
Amortized Cost 5,144,747 5,265,795
Gross Unrealized Gains 23,714 61,922
Gross Unrealized Losses (87,376) (29,851)
Fair Value 5,081,085 5,297,866
Non-credit OTTI in AOCI 0 0
Agency RMBS    
Fixed maturities    
Amortized Cost 1,688,977 2,414,720
Gross Unrealized Gains 2,140 8,132
Gross Unrealized Losses (51,886) (27,700)
Fair Value 1,639,231 2,395,152
Non-credit OTTI in AOCI 0 0
CMBS    
Fixed maturities    
Amortized Cost 1,099,728 776,715
Gross Unrealized Gains 729 4,138
Gross Unrealized Losses (23,502) (3,125)
Fair Value 1,076,955 777,728
Non-credit OTTI in AOCI 0 0
Non-Agency RMBS    
Fixed maturities    
Amortized Cost 41,273 45,713
Gross Unrealized Gains 1,475 1,917
Gross Unrealized Losses (962) (799)
Fair Value 41,786 46,831
Non-credit OTTI in AOCI (868) (853)
ABS    
Fixed maturities    
Amortized Cost 1,651,271 1,432,884
Gross Unrealized Gains 1,520 5,391
Gross Unrealized Losses (6,980) (1,994)
Fair Value 1,645,811 1,436,281
Non-credit OTTI in AOCI 0 0
Municipals    
Fixed maturities    
Amortized Cost 131,583 149,167
Gross Unrealized Gains 557 1,185
Gross Unrealized Losses (2,901) (972)
Fair Value 129,239 149,380
Non-credit OTTI in AOCI $ 0 $ 0