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Derivative Instruments - Narrative (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
Derivative [Line Items]          
Derivative assets - cash collateral not offset in the balance sheet $ 5,520 [1]   $ 30,958 [1] $ 78,580  
Collateral posted to counterparty 4,230 [1]   0 [1] 0  
Net results from structured products 1,970 [2] $ 5,025 17,991 [3] 54,209 [4] $ 23,791 [5]
Liability derivative fair value 88,688 [1]   45,495 [1] 31,184  
Derivative assets - gross amounts recognized in the balance sheet 76,604 [1]   89,314 [1] 136,659  
Net realized and unrealized gains (losses) on derivative instruments (3,622) 16,521 53,123 29,886 7,798
Fair value hedges | Deposit liabilities          
Derivative [Line Items]          
Cumulative reduction to interest expense 106,056 97,705 103,742 95,333  
Remaining balance $ 127,139 $ 135,490 $ 129,454 $ 137,862  
Weighted average years to maturity 21 years 2 months 12 days 22 years 2 months 12 days 21 years 7 months 6 days 23 years 2 months 12 days  
Fair value hedges | Structured Indemnity | Deposit liabilities          
Derivative [Line Items]          
Remaining balance       $ 47,000  
Life Funds Withheld Assets          
Derivative [Line Items]          
Cumulative net realized and unrealized gains (losses) on life retrocession embedded derivative $ (681,800)   $ (463,900)    
Net realized and unrealized gains (losses) on derivative instruments (236,080) $ (229,367) (151,691) (488,222) 0
Derivatives not designated as hedging instruments          
Derivative [Line Items]          
Liability derivative notional amount 4,782,138   4,909,732 5,804,625  
Asset derivative notional amount 500,693   441,843 592,791  
Liability derivative fair value 34,301 [1]   33,554 [1],[6] 28,248 [6]  
Derivative assets - gross amounts recognized in the balance sheet 25,897 [1]   25,025 [1],[6] 14,797 [6]  
Other non-investment derivatives | Derivatives not designated as hedging instruments | Other credit derivatives          
Derivative [Line Items]          
Liability derivative notional amount 30,090   0 0  
Asset derivative notional amount 0   29,874 31,060  
Liability derivative fair value 28 [1]   0 [1],[6] 0 [6]  
Derivative assets - gross amounts recognized in the balance sheet 0 [1]   31 [1],[6] 60 [6]  
Net realized and unrealized gains (losses) on derivative instruments [6]     100    
Interest expense | Structured Indemnity          
Derivative [Line Items]          
Net results from structured products       28,700  
Interest expense | Property and casualty operations          
Derivative [Line Items]          
Net results from structured products $ (10,700) $ (10,000) $ (42,200) $ (12,900) $ (48,000)
[1] Derivative instruments in an asset or liability position are included within Other assets or Other liabilities, respectively, in the balance sheets on a net basis where the Company has both a legal right of offset and the intention to settle the contracts on a net basis. The Company often enters into different types of derivative contracts with a single counterparty and these contracts are covered under netting agreements.
[2] The net results from P&C structured products include net investment income and interest expense of $12.7 million and $10.7 million, respectively.
[3] The net results from P&C structured products include net investment income and interest expense of $60.4 million and $42.2 million, respectively.
[4] The net results from P&C structured products include net investment income and interest expense of $68.0 million and $12.9 million, respectively.
[5] The net results from P&C structured products include net investment income and interest expense of $71.9 million and $48.0 million, respectively.
[6] Derivative instruments in an asset or liability position are included within Other assets or Other liabilities, respectively, in the balance sheets on a net basis where the Company has both a legal right of offset and the intention to settle the contracts on a net basis.