Net Investment and Interest Income (Details) - USD ($) $ in Thousands	12 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Mar. 31, 2016
Net Investment Income [Line Items]
Investment income	$ 111,913	$ 101,216	$ 83,255
Less: investment expenses	(4,766)	(3,820)	(2,724)
Investment income, related party	3,326	4,880	6,086
Net investment and interest income	110,473	102,276	86,617
Fixed Maturities [Member]
Net Investment Income [Line Items]
Investment income	84,476	73,041	63,453
Real Estate [Member]
Net Investment Income [Line Items]
Investment income	5,344	5,189	3,775
Insurance policy loans [Member]
Net Investment Income [Line Items]
Investment income	1,212	1,212	1,188
Mortgage loans [Member]
Net Investment Income [Line Items]
Investment income	17,783	20,617	14,631
Short-term, amounts held by ceding reinsurers, net and other investments [Member]
Net Investment Income [Line Items]
Investment income	$ 3,098	$ 1,157	$ 208