It is sad when that happens, but the game will end when a family has nobody to begin the next generation and inherit the house. Unfortunately, there may be no way to recover from this situation, depending upon what has taken place since the last generation died. Ideally, you would be able to restore a savegame file from an earlier backup. so that you could go back to an earlier time in the game when it was still possible to produce or adopt a child.

If you don't have a backup, there is still a possibility that you could recover the game and at least open it again, although you may not be able to continue playing it if the family is no longer living. The procedure for that can be found here.