Laplace transform on the recursive moments of copula-dependent aggregate discounted claims

We consider the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and the subsequent claim size is captured by a copula distribution. The equations of the recursive moments, which take the form of the Volterra integral equation (VIE), are then solved using the Laplace transform. We then compute its mean and variance, and compare with the results obtained in previous literature.