Does that mean the game's over, or can you continue playing? I confess to being a little disappointed at the lack of ultra-horrific violence involving the British Empire (okay, you received it in the mountains of Central Asia, but you never dished it out to some grossly outclassed Major Power or a bunch of natives armed to the teeth with kiwi fruit and dry guava halves). 
Anyway, if it is indeed Game Over, then you at least achieved your victory based on your overarching strategy from turn one, to pump out the Prestige Points, so it's consistent with your strategy.
Anyway, if it is indeed Game Over, then you at least achieved your victory based on your overarching strategy from turn one, to pump out the Prestige Points, so it's consistent with your strategy.