I'm guessing you want to do this so that an agent always retains ownership of a ticket. While tickets can't be pinned by default, a possible solution to this - and one we use at SmarterTools - is to first set up some business hours and then simply don't have agents log out when they leave. That way, if an agent has tickets in process, they retain ownership of the ticket even if they're not in the office, like over a weekend or in the evenings. Having business hours set will keep your reports accurate so logging out isn't an essential task. The only time they'd need to log out would be if they were away from the office for an extended period of time, like if they go on holiday.
I hope that helps.