Did you receive a more detailed error message than the one on the screenshot? Have you noticed a specific pattern?
Did you try anything to fix the issue? Did it happen again the following days?
At first, I'd recommend to lower your graphic settings and to ensure nothing more than BFG: A is running in the background.
Let us know if it happens again.
Do you have 2 hard drives by any chance? One with the game and the other with your OS?
If so, I'd check the page file setting:
1.) Press the Windows key + X. Select "System" from the pop up menu.
2.) Select "System information."
3.) On the left, select "Advanced system settings."
4.) Select the "Advanced" tab and press the "Settings" button under "Performance."
5.) Select "Advanced" tab again and press the "Change" button under "Virtual Memory."
6.) Select the drive the game is installed on and either manually set the values for the paging file or let Windows manage it.
Let us know if there's any improvement.