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Segment Information - Narrative (Details)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
USD ($)
segments
Mar. 31, 2015
USD ($)
Dec. 31, 2015
USD ($)
segments
Dec. 31, 2014
USD ($)
Dec. 31, 2013
USD ($)
Segment Reporting Information [Line Items]          
Number of segments | segments 2   2    
Net results from structured products $ 1,970 [1] $ 5,025 $ 17,991 [2] $ 54,209 [3] $ 23,791 [4]
Total P&C | Net investment income          
Segment Reporting Information [Line Items]          
Net results from structured products 12,700 15,100 60,400 68,000 71,900
Total P&C | Interest expense          
Segment Reporting Information [Line Items]          
Net results from structured products $ (10,700) $ (10,000) $ (42,200) $ (12,900) $ (48,000)
[1] The net results from P&C structured products include net investment income and interest expense of $12.7 million and $10.7 million, respectively.
[2] The net results from P&C structured products include net investment income and interest expense of $60.4 million and $42.2 million, respectively.
[3] The net results from P&C structured products include net investment income and interest expense of $68.0 million and $12.9 million, respectively.
[4] The net results from P&C structured products include net investment income and interest expense of $71.9 million and $48.0 million, respectively.