This can be caused by something as simple as allergies, bathing your dog to often or regular shedding. It may also be caused by something more serious such as mange, ringworm or yeast infections.
Dogs hair ages and begins to thin naturally just like human hair, However if this is a sudden occurrence and it rapidly progressing it could be a sign of a serious medical condition such as mange or another condition. You should consult with a vet to properly diagnose the problem.