public App()
{
    Startup += new StartupEventHandler(App_Startup);
    InitializeComponent();
}

void App_Startup(object sender, StartupEventArgs e)
{
    MessageBox.Show("Démarrage de l'application");
}

public App()
{
    Exit += new EventHandler(App_Exit);
    InitializeComponent();
}

void App_Exit(object sender, EventArgs e)
{
    MessageBox.Show("Fermeture de l'application");
}

public App()
{
    UnhandledException += new EventHandler<ApplicationUnhandledExceptionEventArgs>(Application_UnhandledException);
    InitializeComponent();
}

// Code to execute on Unhandled Exceptions
private void Application_UnhandledException(object sender, ApplicationUnhandledExceptionEventArgs e)
{
    if (System.Diagnostics.Debugger.IsAttached)
    {
        // An unhandled exception has occurred, break in the debugger
        System.Diagnostics.Debugger.Break();
    }
    else
    {
        // By default show the error
        e.Handled = true;
        MessageBox.Show(e.ExceptionObject.Message + Environment.NewLine + e.ExceptionObject.StackTrace, "Error", MessageBoxButton.OK);
    }
}