I think that would depend on your company's structure and who the insured is on your policy.  If you are incorporated and the sale will include your liabilities the new owner would probably want to maintain the policy.  If you are a sole proprietor and you may be liable for any future claims, you would probably want to talk to your agent about purchasing tail coverage to extend the reporting date for any future claims. 

I would recommend you talk to your attorney about this to make sure that you have some sort of plan and that the sale is properly structured.

Best,
Robert A. Franco
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