This a story I read between 20 and 30 years ago. The protagonists are the supernatural powers in the Christian mythology: God, Death, Satan etc. I think somewhere at the beginning, a man is about to die: Death comes for him, but he shoots and kills Death - and becomes the new Death himself. Later on it turns out that God is, not dead, but unreachable - incommunicado or something like that, and the 'Powers' decide to replace him. For this, they all need to donate some of their greatest powers; I recall the Devil being reluctant to give his Curse.
I know this is vague - I wasn't good at noting down these things in my younger days. Does anybody recognise the story? I believe it was a novel.