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INVESTMENTS - Gross unrealized losses (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
security
Dec. 31, 2018
USD ($)
security
Fixed maturities    
Total Unrealized Losses $ (32,000) $ (215,000)
Fixed maturities    
Fixed maturities    
Fair Value - 12 months or greater 997,856 3,569,519
Unrealized Losses - 12 months or greater (13,323) (114,561)
Fair Value - Less than 12 months 2,177,108 4,917,951
Unrealized Losses - Less than 12 months (18,529) (100,278)
Total Fair Value 3,174,964 8,487,470
Total Unrealized Losses $ (31,852) $ (214,839)
Number of positions in an unrealized loss | security 1,190 3,599
Continuous unrealized loss position | security 497 1,656
Fixed maturities | Below Investment Grade or Not Rated    
Fixed maturities    
Total Unrealized Losses $ (5,000) $ (49,000)
U.S. government and agency    
Fixed maturities    
Fair Value - 12 months or greater 9,536 374,030
Unrealized Losses - 12 months or greater (67) (7,659)
Fair Value - Less than 12 months 614,705 424,439
Unrealized Losses - Less than 12 months (6,246) (1,018)
Total Fair Value 624,241 798,469
Total Unrealized Losses (6,313) (8,677)
Non-U.S. government    
Fixed maturities    
Fair Value - 12 months or greater 99,466 44,339
Unrealized Losses - 12 months or greater (2,036) (2,004)
Fair Value - Less than 12 months 18,361 303,376
Unrealized Losses - Less than 12 months (412) (14,116)
Total Fair Value 117,827 347,715
Total Unrealized Losses (2,448) (16,120)
Corporate debt    
Fixed maturities    
Fair Value - 12 months or greater 121,635 1,439,378
Unrealized Losses - 12 months or greater (3,847) (58,915)
Fair Value - Less than 12 months 375,858 2,547,135
Unrealized Losses - Less than 12 months (3,709) (69,529)
Total Fair Value 497,493 3,986,513
Total Unrealized Losses (7,556) (128,444)
Agency RMBS    
Fixed maturities    
Fair Value - 12 months or greater 195,395 940,645
Unrealized Losses - 12 months or greater (1,816) (29,255)
Fair Value - Less than 12 months 326,402 117,181
Unrealized Losses - Less than 12 months (1,638) (629)
Total Fair Value 521,797 1,057,826
Total Unrealized Losses (3,454) (29,884)
CMBS    
Fixed maturities    
Fair Value - 12 months or greater 24,281 455,582
Unrealized Losses - 12 months or greater (64) (11,430)
Fair Value - Less than 12 months 364,641 353,802
Unrealized Losses - Less than 12 months (4,878) (2,365)
Total Fair Value 388,922 809,384
Total Unrealized Losses (4,942) (13,795)
Non-Agency RMBS    
Fixed maturities    
Fair Value - 12 months or greater 6,345 9,494
Unrealized Losses - 12 months or greater (792) (1,170)
Fair Value - Less than 12 months 25,816 11,432
Unrealized Losses - Less than 12 months (60) (112)
Total Fair Value 32,161 20,926
Total Unrealized Losses (852) (1,282)
ABS    
Fixed maturities    
Fair Value - 12 months or greater 535,780 237,237
Unrealized Losses - 12 months or greater (4,667) (2,755)
Fair Value - Less than 12 months 404,641 1,150,692
Unrealized Losses - Less than 12 months (1,213) (12,485)
Total Fair Value 940,421 1,387,929
Total Unrealized Losses (5,880) (15,240)
Municipals    
Fixed maturities    
Fair Value - 12 months or greater 5,418 68,814
Unrealized Losses - 12 months or greater (34) (1,373)
Fair Value - Less than 12 months 46,684 9,894
Unrealized Losses - Less than 12 months (373) (24)
Total Fair Value 52,102 78,708
Total Unrealized Losses $ (407) $ (1,397)