Either the thermocouple that senses the heat of the pilot flame is defective - or - the Control electronics are defective - or the main gas valve is defective.
A small chance that the pilot flame is too weak to heat the thermocouple sufficiently - partially blocked with grit for instance.
When the gas-safe engineer repairs it for you - and if he claims that more than one part is defective - do not believe him.
It would be a most remarkable coincidence if two parts had failed at the same time.
Good luck..., December 2014
