
Arthur Lance Dryver
National Institute of Development Administration,
Dr. Arthur Lance Dryver is a statistician and educator with expertise in adaptive sampling and statistical modeling. He holds a Ph.D. in Statistics from The Pennsylvania State University, where he specialized in adaptive sampling under the mentorship of Dr. Steven K. Thompson. Dr. Dryver also earned a B.A. in Mathematical Sciences/Statistics from Rice University.
Since 2003, Dr. Dryver has been part of the faculty at the National Institute of Development Administration (NIDA) in Bangkok, Thailand, where he has served as an Associate Professor in the Graduate School of Business Administration since 2009. His teaching focuses on statistics at the graduate level, and he has also guest lectured at esteemed institutions such as Dhurakij Pundit University, Thammasat University, and King Mongkut’s Institute of Technology Ladkrabang (KMITL).
Dr. Dryver’s research interests encompass adaptive cluster sampling, credit risk modeling, and market efficiency. His work spans diverse fields, including education, finance, and sampling.
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Articles by Arthur Lance Dryver
Overcoming issues with time-scaling value-at-risk
The authors investigate the impact of different time-scaling techniques on the accuracy of value-at- risk models, emphasising the importance of carefully scaling methods and considering alternative risk modeling approaches.