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INVESTMENTS - Amortized cost or cost and fair values (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Fixed maturities    
Amortized cost $ 12,263,240 $ 11,616,312
Gross unrealized gains 236,817 33,874
Gross unrealized losses (31,852) (214,839)
Fair value 12,468,205 11,435,347
U.S. government and agency    
Fixed maturities    
Amortized cost 2,102,849 1,520,142
Gross unrealized gains 16,345 4,232
Gross unrealized losses (6,313) (8,677)
Fair value 2,112,881 1,515,697
Non-U.S. government    
Fixed maturities    
Amortized cost 564,505 507,550
Gross unrealized gains 14,535 1,586
Gross unrealized losses (2,448) (16,120)
Fair value 576,592 493,016
Corporate debt    
Fixed maturities    
Amortized cost 4,797,384 4,990,279
Gross unrealized gains 140,426 15,086
Gross unrealized losses (7,556) (128,444)
Fair value 4,930,254 4,876,921
Agency RMBS    
Fixed maturities    
Amortized cost 1,570,823 1,666,684
Gross unrealized gains 25,215 6,508
Gross unrealized losses (3,454) (29,884)
Fair value 1,592,584 1,643,308
CMBS    
Fixed maturities    
Amortized cost 1,340,156 1,103,507
Gross unrealized gains 29,838 2,818
Gross unrealized losses (4,942) (13,795)
Fair value 1,365,052 1,092,530
Non-Agency RMBS    
Fixed maturities    
Amortized cost 84,381 40,732
Gross unrealized gains 1,393 1,237
Gross unrealized losses (852) (1,282)
Fair value 84,922 40,687
ABS    
Fixed maturities    
Amortized cost 1,599,867 1,651,350
Gross unrealized gains 4,706 1,493
Gross unrealized losses (5,880) (15,240)
Fair value 1,598,693 1,637,603
Municipals    
Fixed maturities    
Amortized cost 203,275 136,068
Gross unrealized gains 4,359 914
Gross unrealized losses (407) (1,397)
Fair value $ 207,227 $ 135,585