Well the fastest way is just paint it a bone like colour and then wash it a brown. Lots of ways of doing it, you could base white and wash sepia and then wash agrax. You could start with ushabti bone and wash devlan mud (probably don't need a sepia because ushabti bone is quite yellow to begin with). You could do Rakarth flesh as your base, which is slightly duller than ushabti bone. If you want a more grey looking bone you could mix some grey of similar brightness in to you base bone colour.
I find one of the hardest things is actually picking the colour, "bone coloured" can have varying amounts of yellow, brown, grey, white. It's very easy to accidentally pick something that clashes with the rest of your model and much harder to pick something that blends well.
If you have a bit more time, the next best thing
IMO is to do a grainy finish like
GW do on most of their models. For example, a Stegadon...
Talys described them as triangles but it's more long streaks. The thinner and longer you can make the streaks the better it'll look. I think you want to use at least 3 or 4 colours doing this method. Paint the horn a dark brown then do a few layers of streaks in lighter colours like a medium brown and a couple of bone colours. The mistake a lot of people make when starting out is they just paint stubby triangles a few millimetres apart in each colour as if they were highlighing/shading/blending with triangles. What you actually want to get that cool grainy effect is long thin streaks that extend almost the whole way down the horn and then the different coloured streaks should overlap for a large portion of the horn. That'll make it look like there's crevices that run the whole length of the horn.
The next level above that, in my opinion, is to do the same thing, but with much more care taken to blend the different colours you used in the streaks be using more colours and using filters/glazes in between to add more depth.
EDIT: You obviously have to take in to account the direction of the grain of the horn. The Stegadon has the grain going down the length of the horn, I think beastmen typically have the grain going across the horn, so rather than length wise streaks it would be more appropriate to do streaks across the width of the horn.