You can't have concede option in skins. You can only have an option allowed any of the players to pick up and take themselves out of the hole. If you had a concede option you can bet a player with a 2 foot putt would find that one of the other players conceded a 50 footer so that everyone would tie.
Concept is good, it really is a game for credits not as much for fun. Skins has a lot of give and take in it and being at the right place at the right time is the key. I'm not sure if the tees are going to adjust to the player level when it moves to play for credits, if so I'm sure the sandbaggers will be happy to have another format to feed on players.