We study the competing risks model and show that the cause j cumulative incidence function integrated from 0 to τ has a natural interpretation as the expected number of life years lost due to cause j before time τ. This is analogous to the τ-restricted mean lifetime, which is the survival function integrated from 0 to τ. It is discussed how the number of years lost may be related to subject-specific explanatory variables in a regression model based on pseudo-observations, and the method is exemplified using data from a bone marrow transplantation study. Finally, inclusion of standard mortality rates is discussed. Copyright © 2013 John Wiley & Sons, Ltd.