I would start by looking in the server logs for errors. It could be a network problem.
Also, it would be helpful if you supplied more info, i.e. version number, stack traces etc.
You didn't mention what version you are running so it's very hard to help you.
One possibility is that the Server gets informed of a client connection loss from remoting (lease ping loss) layer and cleans up the relevant resources (connection/sessions).
You can enlarge your lease ping period to void this.
However it will be helpful if you provide the exact version of JBM.