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Investments - Analysis of net investment income (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Net Investment Income [Line Items]          
Equity securities and other investments     $ 28,200 $ 42,252 $ 35,388
Funds withheld     10,835 14,583 12,783
Total gross investment income     952,685 996,374 1,030,446
Investment expenses     (80,315) (77,749) (72,730)
Net investment income $ 205,886 $ 208,513 872,370 918,625 957,716
Excluding Life Funds Withheld Assets          
Net Investment Income [Line Items]          
Fixed maturities, short term investments and cash equivalents     726,161 809,964 982,275
Net investment income 164,326 158,094 684,881 789,050 957,716
Life Funds Withheld Assets          
Net Investment Income [Line Items]          
Fixed maturities, short term investments and cash equivalents     187,489 129,575 0
Net investment income $ 41,560 $ 50,419 $ 187,489 $ 129,575 $ 0