How to registe ExceptionReceived by EventProcessorHost?

Currently, we use the EventProcessorHost to consume data, we want to catch the internal exception from the EventHub, so we use the ExceptionReceived event, below is the code:

var host = new EventProcessorHost(
                hostName,
                eventHubName,
                consumerGroupName,
                eventHubConnectionString,
                storageConnectionString, eventHubName.ToLowerInvariant());

   var factory = new DemoEventProcessorFactory(hostName);
   var options = new EventProcessorOptions();
   options.ExceptionReceived += OptionsOnExceptionReceived;
   await host.RegisterEventProcessorFactoryAsync(factory);

So we want to know is it the recommended way to do this? if not what is the right way?