Dont let the casino tell you that you cant close your account. Just inform them of your intent to do so and make it final. I have closed over 50 accounts,at different online casinos and some make it easy, others not so much. If they quibble with you about closing it, see if you can impose a maximum daily bet on the account yourself. I do so if the casino drags its feet in closing my accounts. If you tell them that you want to self exclude then I believe that they are obligated to close it for you. Be the stronger and the wiser and know that they are trying to keep you to get more money, not because they love you. Dont let them manipulate you. Keep trying until they do it. Email them daily. Stay strong.
