Sure you can, by so many ways!
Script "TesteDeath" DEATH
ChangeLevel("Map02", 0, CHANGELEVEL_NOINTERMISSION, -1);
This code Teleport You to Map02 after dies! However, i think you need a more complex script for that. Some (ACS) Int Global variable to set the Map to go when you die works better with ACS_NamedExecute Decorate Death State.