Add a copy of the final clip to the end of your timeline. Make this the length that you want to hold the last frame. If the clip is not long enough, you may need to export the frozen clip so you can use multiple instances.
Highlight this clip.
Choose Clip > Video options > Frame Hold.
Then select Hold On last frame from ther drop down menu. You may need to select Hold Filters as well, and sometimes de-interlacing improves the appearance.
Thanks for help
If you expand the end of the timeline and move the end of work area bar back one frame, and then export the work area, you should end on a picture frame rather than Premiere's empty black.
It works great !