I do not believe that the money is lost, you would get the option to get the money back out of the plan, however the taxation at that point could mean that you lose a lot of the value, eg if you move to a country with higher marginal tax rates. It may also be in the pension plan rules that you may lose some of the interest credits, however I don't think that would usually be the case, so if there is any contact information on your pension statement and you can ask them.