On editions that carry a laser-etched serial number as standard, the number sits on the cap. If it is missing altogether, that is almost always a sign that the cap has been replaced at some point. Replacement caps from Montblanc's service department either carry no number at all or one beginning with a prefixed “R”; they are not given the pen's original number. Nor should the original number be expected to be applied afterwards — if a number is issued at all, it is one with an “R”.
A missing number says nothing against authenticity: a pen with a service cap is not a copy. It does tell on the collector value, though, because the pen is no longer entirely original. With a rare edition like the Proust the market value nevertheless remains considerable, but the discount against a numbered example should be reflected in the price. Before buying it is worth comparing cap and barrel closely: shade, gloss and the way the material has aged should match.