$$
\begin{align}
x\int_x^\infty e^{-t^2/2}\,\mathrm{d}t
&\le\int_x^\infty e^{-t^2/2}\,t\,\mathrm{d}t\\
&=e^{-x^2/2}
\end{align}
$$
Integrate both sides of the preceding
$$
\begin{align}
\int_s^\infty e^{-x^2/2}\,\mathrm{d}x
&\ge\int_s^\infty x\int_x^\infty e^{-t^2/2}\,\mathrm{d}t\,\mathrm{d}x\\
&=\int_s^\infty\int_s^txe^{-t^2/2}\,\mathrm{d}x\,\mathrm{d}t\\
&=\int_s^\infty\frac12(t^2-s^2)e^{-t^2/2}\,\mathrm{d}t\\
\left(1+\frac12s^2\right)\int_s^\infty e^{-x^2/2}\,\mathrm{d}x
&\ge\frac12\int_s^\infty t^2e^{-t^2/2}\,\mathrm{d}t\\