  In [16], a new family of vector-valued risk measures called multivariate
expectiles is introduced. In this paper, we focus on the asymptotic behavior of
these measures in a multivariate regular variations context. For models with
equivalent tails, we propose an estimator of these multivariate asymptotic
expectiles, in the Fr{\'e}chet attraction domain case, with asymptotic
independence, or in the comonotonic case.
