I think exponential discounting already assumes uncertainty. You need uncertainty to discount at all—if things are going to stay the same, might as well wait until later.
If the risk manifests itself at a known, constant hazard rate, a risk–neutral recipient should discount the reward according to an exponential time–preference function.
It goes on to say:
The observed hyperbolic time–preference function is consistent with an exponential prior distribution for the underlying hazard rate.
What the best-known paper on this says is:
It goes on to say: