When you die in Escape from Tarkov, you lose the items from your inventory. There are special containers in which you can safely hide equipment (items stored there don't disappear after your death) - they are called Alpha, Beta and Gamma Containers. Remember that these are small containers, so you should use them only to store the most valuable items. This page has information on how to get a Gamma Container, the best container in Escape from Tarkov.
How do I get a Gamma Container?
Gamma Container is the largest container available in Escape from Tarkov. Its size is 3x3, which translates to 9 cells. You can use it to store the keys needed to escape from the map, cash or ammunition. You get Gamma Container after purchasing the most expansive version of the game - Edge of Darkness Limited Edition. Fortunately, this isn't the only way to get this item. You can also buy it from other players - some players who have the specified edition of the game decide to sell their Gamma Container. If you have enough money, you should check the Flea Market from time to time - this is where players in Escape from Tarkov can trade their items.