Saskatchewan Government Insurance. Take care out there.Saskatchewan Government Insurance (SGI) is proud to support MADD Canada’s School Assembly Program as a Provincial Sponsor.  SGI gives back to the places where it does business by supporting community events and initiatives, with a focus on traffic safety, youth and cultural diversity. Created in 1945, SGI is Saskatchewan’s self-sustaining auto insurance fund. It operates claims and salvage centres and works with independent insurance brokers and motor licence issuers in communities across Saskatchewan.