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Fair Value Measurements - Additional Information (Detail)
$ in Thousands
9 Months Ended
Jul. 16, 2015
Contract
Sep. 30, 2015
USD ($)
Contract
policy
carrier
Jun. 30, 2015
USD ($)
Dec. 31, 2014
USD ($)
Contract
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Mortality rate   100.00%    
Number of life insurance policies (contracts) | Contract   634   607
Life insurance estimated fair value   $ 457,810   $ 388,886
Weighted average discount rate   17.00%    
Settlements with estimated fair value   $ 0   384 [1]
Revolving Credit Facility debt, at estimated fair value       $ 145,831
Red Falcon Trust        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Life insurance estimated fair value   $ 55,685    
Discount rates   11.18%    
Revolving Credit Facility debt, at estimated fair value   $ 55,685    
Securities Pledged as Collateral | Red Falcon Trust        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Number of life insurance policies (contracts) | Contract   157    
Life insurance estimated fair value   $ 117,400    
Noninvestment grade        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Number of non-investment grate life insurance polices issued | policy   18    
Number of carriers related to non-investment grade policies | carrier   2    
Additional basis point risk premium   3.00%    
Premium Financed        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Number of life insurance policies (contracts) | Contract   547    
Premium Financed | Minimum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Discount rates   16.00%    
Premium Financed | Maximum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Discount rates   24.75%    
Non Premium Financed        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Number of life insurance policies (contracts) | Contract   87    
Non Premium Financed | Minimum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Discount rates   15.00%    
Non Premium Financed | Maximum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Discount rates   21.00%    
Impaired life bearing        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Mortality rate   200.00%    
Revolving Credit Facility        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Revolving Credit Facility debt, at estimated fair value   $ 157,946 $ 157,946  
Revolving Credit Facility | Red Falcon Trust        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Number of life insurance policies (contracts) | Contract 157      
Revolving Credit Facility debt, at estimated fair value   55,700    
Revolving Credit Facility debt, outstanding   $ 55,100    
Yield maintenance provision. 5.00% 5.00%    
Line of credit, amortization percentage 8.00% 8.00%    
Revolving Credit Facility | White Eagle Asset Portfolio, LLC        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Percentage of remaining proceeds   50.00%    
Proceeds to be paid to White Eagle after payment of loan   $ 76,100    
Revolving Credit Facility | Securities Pledged as Collateral | Red Falcon Trust        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Number of life insurance policies (contracts) | Contract   157    
Life insurance estimated fair value   $ 117,400    
Scenario 3 | Revolving Credit Facility | Red Falcon Trust        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Line of credit, percentage of remaining outstanding balance 35.00% 35.00%    
Scenario 3 | Revolving Credit Facility | Red Falcon Trust | Maximum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Line of credit, loan to value ratio 25.00% 25.00%    
Life insurance issuer concentrations that exceed 10% of total death benefit | Revolving Credit Facility | Red Falcon Trust        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Line of credit, percentage of remaining outstanding balance 65.00% 65.00%    
Life insurance issuer concentrations that exceed 10% of total death benefit | Revolving Credit Facility | Red Falcon Trust | Minimum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Line of credit, loan to value ratio 25.00% 25.00%    
Life insurance issuer concentrations that exceed 10% of total death benefit | Revolving Credit Facility | Red Falcon Trust | Maximum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Line of credit, loan to value ratio 50.00% 50.00%    
10% of total fair value of our investments in life settlements | Revolving Credit Facility | Red Falcon Trust | Minimum        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Line of credit, loan to value ratio 50.00% 50.00%    
White Eagle | Revolving Credit Facility        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Revolving Credit Facility debt, at estimated fair value   $ 157,900    
Revolving Credit Facility debt, outstanding   $ 159,900    
White Eagle | Revolving Credit Facility | White Eagle Asset Portfolio, LLC        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Percentage of remaining proceeds   50.00%    
Proceeds to be paid to White Eagle after payment of loan   $ 76,100    
White Eagle | Revolving Credit Facility | Securities Pledged as Collateral        
Fair Value, Instruments Classified in Shareholders' Equity Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Number of life insurance policies (contracts) | Contract   439    
Life insurance estimated fair value   $ 327,400    
[1] Derived from audited consolidated financial statements.