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INVESTMENTS - Gross unrealized losses (Details)
$ in Thousands
Dec. 31, 2021
USD ($)
security
Dec. 31, 2020
USD ($)
security
Fixed maturities, available for sale    
Fair value    
12 months or greater $ 390,141 $ 436,616
Less than 12 months 6,197,689 1,020,397
Total 6,587,830 1,457,013
Unrealized losses    
12 months or greater (17,715) (8,147)
Less than 12 months (76,531) (10,764)
Total $ (94,246) $ (18,911)
Number of positions in an unrealized loss | security 2,333 719
Continuous unrealized loss position | security 344 249
Fixed maturities, available for sale | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (8,000) $ (7,000)
U.S. government and agency    
Fair value    
12 months or greater 101,776 0
Less than 12 months 2,014,880 251,606
Total 2,116,656 251,606
Unrealized losses    
12 months or greater (4,852) 0
Less than 12 months (15,795) (1,759)
Total (20,647) (1,759)
Non-U.S. government    
Fair value    
12 months or greater 11,011 16,115
Less than 12 months 463,498 3,652
Total 474,509 19,767
Unrealized losses    
12 months or greater (1,830) (262)
Less than 12 months (7,855) (166)
Total (9,685) (428)
Corporate debt    
Fair value    
12 months or greater 152,962 63,640
Less than 12 months 1,681,859 233,970
Total 1,834,821 297,610
Unrealized losses    
12 months or greater (6,542) (2,244)
Less than 12 months (31,570) (4,114)
Total (38,112) (6,358)
Agency RMBS    
Fair value    
12 months or greater 41,024 6,580
Less than 12 months 503,988 78,672
Total 545,012 85,252
Unrealized losses    
12 months or greater (1,678) (20)
Less than 12 months (7,103) (668)
Total (8,781) (688)
CMBS    
Fair value    
12 months or greater 30,128 19,736
Less than 12 months 347,515 70,656
Total 377,643 90,392
Unrealized losses    
12 months or greater (1,001) (1,012)
Less than 12 months (3,686) (1,272)
Total (4,687) (2,284)
Non-agency RMBS    
Fair value    
12 months or greater 4,481 5,109
Less than 12 months 109,937 9,558
Total 114,418 14,667
Unrealized losses    
12 months or greater (523) (598)
Less than 12 months (1,500) (80)
Total (2,023) (678)
ABS    
Fair value    
12 months or greater 43,466 325,436
Less than 12 months 1,040,363 360,402
Total 1,083,829 685,838
Unrealized losses    
12 months or greater (1,152) (4,011)
Less than 12 months (8,513) (2,674)
Total (9,665) (6,685)
Municipals    
Fair value    
12 months or greater 5,293 0
Less than 12 months 35,649 11,881
Total 40,942 11,881
Unrealized losses    
12 months or greater (137) 0
Less than 12 months (509) (31)
Total $ (646) $ (31)