Premiere Pro does not currently support LZW in TIFF export. As a lossless compressed format PNG may work as an alternative.
Interesting that AE support LZW compression. It is a pitty, because when encoding the PNG sequence to some other format, the render times are huge. This is not a case with TIFF even with LZW compression (it's like 20 times faster from my experience). I guess this format is more CPU friendly.