On a zero-crossing probability

Let {X(t), 0} be a compound Poisson process so that E{exp (–sX(t))}=exp (–t(s)), where (s)=(1–(s)), is the intensity of the Poisson process, and (s) is the Laplace transform of the distribution of nonnegative jumps. Consider the zero-crossing probability =P{X(t)–t=0 for some t,0<t<}. We show that =() where is the largest nonnegative root of the equation (s)=s. It is conjectured that this result holds more generally for any stochastic process with stationary independent increments and with sample paths that are nondecreasing step functions vanishing at 0.