Before revision:  We then compute this function explicitly for several families of copulas, such as the Gaussian copula, the copulas of Gaussian mean-variance mixtures and a class of Archimedean copulas.
After revision:  The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, the copulas of Gaussian mean-variance mixtures and a class of Archimedean copulas.