I think you can do this :
<Interactivity:Interaction.Triggers>
<Interactivity:EventTrigger
EventName="BackKeyPress">
<Command:EventToCommand
Command="{Binding BackKeyPressCommand}" />
</Interactivity:EventTrigger>
</Interactivity:Interaction.Triggers>
In caliburn micro i think it's :
cal:Message.Attach="[Event BackKeyPress]
But i don't know the code syntaxe sorry.
For take canceleventargs, don't forget to write PassEventArgsToCommand="True"