We analyze the three-mode correlation properties of the electromagnetic field in a optical parametric oscillator below-threshold. We employ a perturbative expansion of the Itô equations derived from the positive-P representation of the density matrix. Using the generalized Cauchy-Schwarz inequality, we investigate the genuine quantum nature of the triple correlations between the interacting fields, since in this case continuous-variable entanglement is not detected by the van Loock-Furusawa criterion [Phys. Rev. A 67, 052315 (2003)]. Although not being a necessary condition, these triple correlations are sufficient evidence of tripartite entanglement. Of course, our characterization of the quantum correlations is applicable to non-Gaussian states, which we show to be the case of the optical parametric oscillator below-threshold, provided nonlinear quantum fluctuations are properly taken into account.