We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and the subsequent claim size is considered. Using the general expression for the m-th order moment proposed by Léveillé and Garrido (Scand. Actuar. J. 2001, 2, 98-110), which takes...

We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and the subsequent claim size is considered. Using the general expression for the<em> m-th</em> order moment proposed by Léveillé and Garrido (Scand. Actuar. J. <strong>2001</strong>, 2, 98–110), which...