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If you want to you can make an neverending game by chosing deathmatch and a huge number of provinces.
Don't forget that the number of new provinces you have will get reset after you save and load.
Then you decide when it is finished and you don't wanna play anymore.
uh?
Actually there is a utility somewhere, which allow starting earlier. this is Huszics FAQ, here should be some links (anyway, it's excellent site to look at)