You won't be able to bend it 'cold', but if it is already thin (near section) then boiling water may suffice, if not use the heat from a butane gas torch. Don't apply the flame directly to the horn, but keep it close enough for the heat to soak in. When it get hot it becomes pliable but only for a short time so you have to work quickly on the bending.
A wooded male and female former is perhaps the best way. Place the hot horn between the two and use a 'G clamp' to compress the parts together. Leave till cold (two hours minimum) and then remove the horn part. You will need heat resistant gloves to handle the piece during heating and clamping.
Harry