t.rb

class A
  def initialize
    @on_exception = lambda {}
    @t = Thread.new do
      count = 0
      loop do
        begin
        puts count
        count += 1
        sleep 5
        raise "beuze" if count % 7 == 0
        rescue Exception => e
          @on_exception.call(e)
        end
      end
    end
  end
  def on_exception (&block)
    @on_exception = block
  end
  def join
    @t.join
  end
end

a = A.new
a.on_exception { |e|
  puts "exception : #{e}"
}
a.join