I suspect that a Math major is better preparation for an actuary. Definitely include Probability and Statistics. Consider a few Computer Science courses too.
Assuming you are in the US, there is a not just one actuarial exam, but a whole series. The first few are mostly math, the balance specific to actuarial profession.
The Math department at my undergrad college suggested taking the first actuarial exam. I passed, but still consider it the hardest standardized test I've taken, harder than GMAT or any of the 3 CFA exams.
There is one joke you should know about actuaries. Actuaries are the folks who wanted to be Accountants, but did not have enough personality.
Undergrad Math + Econ, MS Finance, MBA