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Generic business image for news article Image: SIGMA Actuarial_Allison May

06 January 2026
US
Reporter Nicole Bennett

Allison May joins SIGMA Actuarial Consulting Group

SIGMA Actuarial Consulting Group has appointed Allison May as a consultant, expanding the firm’s actuarial and data science capabilities. May brings more than a decade of experience in insurance regulation and captive management to the Brentwood, Tennessee-based firm. Most recently, she served as an accounting manager at Davies Insurance Services. Prior to joining Davies, May spent more than six years with the Tennessee Department of Commerce and Insurance (TDCI). During her tenure at the regulator, she served as assistant director within the captive insurance section, as well as a captive insurance examiner and analyst. May holds a Master of Data Science from Northwestern University and a Master of Accountancy from Lipscomb University. She is a Certified Public Accountant (CPA) and holds the Associate in Captive Insurance (ACI) designation. Her expertise sits at the intersection of technology, accounting, and insurance, with a focus on bringing data-driven decision-making to the captive sector. SIGMA notes: “Allison brings a distinctive combination of expertise to SIGMA, including her CPA and ACI designations, masters in data science and accountancy, regulatory experience, and hands-on captive consulting experience.” Established in 1995, SIGMA is an independent property and casualty actuarial firm. The company provides casualty actuarial consulting services to a range of stakeholders, including risk managers, brokers, captive managers, and regulators. The firm’s service offerings for the captive industry include loss projections, feasibility studies, pro formas, reserve analyses, and statements of actuarial opinion.

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