Is the cacerts file missing in ubuntu 15.10 and openjdk-8-jdk?

This is due to a bug already reported here: Ubuntu bug ticket

The ticket above links another similar issue, which provides a workaround:

$ sudo dpkg --purge --force-depends ca-certificates-java
$ sudo apt-get install ca-certificates-java

Just to add an error here that Gergely answer solved, if you trying to call external apis with ssl and got this error:

java.lang.RuntimeException: Unexpected error: java.security.InvalidAlgorithmParameterException: the trustAnchors parameter must be non-empty
javax.net.ssl.SSLException: java.lang.RuntimeException: Unexpected error: java.security.InvalidAlgorithmParameterException: the trustAnchors parameter must be non-empty
    at sun.security.ssl.Alerts.getSSLException(Alerts.java:208)
    at sun.security.ssl.SSLSocketImpl.fatal(SSLSocketImpl.java:1946)
    at sun.security.ssl.SSLSocketImpl.fatal(SSLSocketImpl.java:1903)

This solved

$ sudo dpkg --purge --force-depends ca-certificates-java
$ sudo apt-get install ca-certificates-java