In his 2013 paper called An uncertain journey around the tails of multivariate hydrological distributions Serinaldi discusses the problem of constructing confidence areas for the level curves of bivariate copulas. A level curve at a specific p-value (also referred to as a p-level curve) may be used for estimating the p-th quantiles.
The R code below implements a nonparametric bootstrap method for computing such confidence areas for p-level curves. Continue reading R code for constructing confidence areas around the level curves of bivariate copulas