User blog comment:BrocktonBlocbuster/Stannis in the Finale (S5E10 Spoilers)/@comment-25358400-20150615064218/@comment-5742381-20150615085933

+Fury Not quite, the flesh we hear is the second the camera jumps to Ramsay killing someone. Until the show/book says otherwise, Stannis is dead.

However I expect season 6 has the whole:

"I was gonna kill you but didn't till last second, I still will by oath. But I got another oath to help Sansa, and you're gonna help me do that. Let's find her, get her to the wall, find out what's happening there, then you will die (maybe). Got it?"