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Investments - Amortized cost and fair value of trading securities (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading $ 1,367,908 $ 1,263,609 $ 1,180
Fixed maturities, trading at fair value 1,409,583 1,235,699 1,171
Amortized cost of short term investments, trading 26,949 60,176 0
Short-term investments, trading at fair value 26,959 60,330 0
Total investments, trading 1,436,542 1,296,029 1,171
Life Funds Withheld Assets      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 1,367,908 1,263,609  
Fixed maturities, trading at fair value 1,409,583 1,235,699  
Amortized cost of short term investments, trading 26,949 60,176  
Short-term investments, trading at fair value 26,959 60,330  
Trading securities, cost 1,394,857 1,323,785 1,180
Total investments, trading 1,436,542 1,296,029 1,171
Life Funds Withheld Assets | U.S. Government and Government - Related/Supported      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 15,567 4,957  
Fixed maturities, trading at fair value 15,267 4,990  
Life Funds Withheld Assets | RMBS - Agency      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 1,917 370  
Fixed maturities, trading at fair value 1,869 368  
Life Funds Withheld Assets | Commercial mortgage-backed securities      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 4,675 4,874  
Fixed maturities, trading at fair value 4,760 4,803  
Life Funds Withheld Assets | Other asset-backed securities      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 25,457 26,405  
Fixed maturities, trading at fair value 25,615 25,700  
Life Funds Withheld Assets | Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 390,986 373,492  
Fixed maturities, trading at fair value 421,033 370,261  
Financial Services Sector | Life Funds Withheld Assets | Corporate      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 379,848 344,070  
Fixed maturities, trading at fair value 382,755 335,956  
Non-Financial Services Sector | Life Funds Withheld Assets | Corporate      
Schedule of Trading Securities and Other Trading Assets [Line Items]      
Amortized cost of fixed maturities, trading 549,458 509,441 1,180
Fixed maturities, trading at fair value $ 558,284 $ 493,621 $ 1,171