Python multithreading with sqlite operations

I am using sqlite database to store the data. My python program has a thread pool which contains 5 threads. I was creating a single database connection and sharing it with all 5 threads but some times it throws exception which was not captured by any sqlite exception or generic exception and my python script got killed automatically. After searching for the solution I came across How to share single SQLite connection in multi-threaded Python application

And I created a separate connections as follows,

class ProcessJob(object):
    ....
    def process_job(self):
        job = queue.get()
        if job = 'xyz':
            with sqlite3.connect(database_path, check_same_thread=False, timeout = 10) as db_conn:
                db_conn.execute("insert query on table ABC")
                db_conn.commit()
        elif job = 'pqr':
            with sqlite3.connect(database_path, check_same_thread=False, timeout = 10) as db_conn:
                db_conn.execute("update query on table ABC")
                db_conn.commit()
        elif job = 'mno':
            with sqlite3.connect(database_path, check_same_thread=False, timeout = 10) as db_conn:
                db_conn.execute("insert query on table FOO")
                db_conn.commit()

class MyThread(therading.Thread):
    ....
    process_job_obj = ProcessJob()
    def run(self):
        while True: 
            try:
                process_job_obj.process_job()
            except Exception as e:
                logger.exception('Exception : %s'%e)

def main():
    for i in range(5):
        trd = MyThread()
        trd.start()
if __name__ == "__main__":
    main()

So, Is this a right approach or is there any flaw or chances of stopping/killing the python script?