Ferrets shed their coats twice a year, in the fall and spring.  The
times for these changes vary somewhat for ferrets kept in indoor
lighting conditions.  Fur will come out by the handful, all over the
ferret, and his coat may look a bit sparse before the new one grows
in.  

If it's obviously not just normal shedding, see the information about
bald tails [10.7] and other kinds of hair loss [10.6], some of which
can be very serious.