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Net Investment and Interest Income (Details) - USD ($)
$ in Thousands
12 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Mar. 31, 2014
Net Investment Income [Line Items]      
Investment income $ 83,443 $ 75,858 $ 68,801
Less: investment expenses (2,724) (1,962) (1,629)
Investment income, related party 6,086 10,832 12,419
Net investment and interest income 86,805 84,728 79,591
Fixed Maturities [Member]      
Net Investment Income [Line Items]      
Investment income 63,641 58,716 53,634
Real Estate [Member]      
Net Investment Income [Line Items]      
Investment income 3,775 2,669 1,118
Insurance policy loans [Member]      
Net Investment Income [Line Items]      
Investment income 1,188 1,072 1,159
Mortgage loans [Member]      
Net Investment Income [Line Items]      
Investment income 14,631 10,677 9,450
Short-term, amounts held by ceding reinsurers, net and other investments [Member]      
Net Investment Income [Line Items]      
Investment income $ 208 $ 2,724 $ 3,440