Though it's a bit complex and just a fake, you can use exception this way :
DECLARE
i NUMBER :=0;
my_ex exception;
BEGIN
FOR i IN 1..10
LOOP
BEGIN
IF i = 5 THEN
raise my_ex;
END IF;
DBMS_OUTPUT.PUT_LINE (i);
EXCEPTION WHEN my_ex THEN
NULL;
END;
END LOOP;
END;