I can't tell you the way to approach this in max, but in blender I would do it this way:

1. create a cylinder

2. half it (throw other half away)

3. extrude surface to apply a thickness

4. build a simple cage (subdivided cube,rect).

5. use the lattice modifier to form the curves.

I think, that max will have similar tools/modifiers. Best to google for an useful mapping.