 Adjustment-coefficient lower bound for NBUE claims

For NBUE claims in the classical risk model, the equilibrium claim size $Y$ is stochastically bounded by $X$. The positive exponential tail integral formula for moments gives $M_Y(R)\le M_X(R)$. Since $M_Y(R)=1+\theta$ and $M_X(R)=1+(1+\theta )\mu R$, rearrangement proves the displayed bound.