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INVESTMENTS - Contractual maturities of fixed maturities (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Amortized cost    
Due in one year or less $ 438,881 $ 430,390
Due after one year through five years 4,810,202 4,751,064
Due after five years through ten years 2,091,486 1,762,452
Due after ten years 327,444 210,133
Total fixed maturities with a single maturity date (amortized cost) 7,668,013 7,154,039
Total 12,263,240 11,616,312
Fair value    
Due in one year or less 443,228 426,142
Due after one year through five years 4,884,837 4,691,263
Due after five years through ten years 2,157,157 1,697,737
Due after ten years 341,732 206,077
Total fixed maturities with a single maturity date (fair value) 7,826,954 7,021,219
Fair value $ 12,468,205 $ 11,435,347
% of Total fair value    
Due in one year or less 3.60% 3.70%
Due after one year through five years 39.20% 41.00%
Due after five years through ten years 17.30% 14.80%
Due after ten years 2.70% 1.80%
Fixed maturities with a single maturity date (% of total fair value) 62.80% 61.30%
Total 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,570,823 $ 1,666,684
Total 1,570,823 1,666,684
Fair value    
Fixed maturities without a single maturity date (fair value) 1,592,584 1,643,308
Fair value $ 1,592,584 $ 1,643,308
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 12.80% 14.40%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,340,156 $ 1,103,507
Total 1,340,156 1,103,507
Fair value    
Fixed maturities without a single maturity date (fair value) 1,365,052 1,092,530
Fair value $ 1,365,052 $ 1,092,530
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 10.90% 9.60%
Non-Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 84,381 $ 40,732
Total 84,381 40,732
Fair value    
Fixed maturities without a single maturity date (fair value) 84,922 40,687
Fair value $ 84,922 $ 40,687
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 0.70% 0.40%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,599,867 $ 1,651,350
Total 1,599,867 1,651,350
Fair value    
Fixed maturities without a single maturity date (fair value) 1,598,693 1,637,603
Fair value $ 1,598,693 $ 1,637,603
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 12.80% 14.30%