The unexpected exceptions are the one known as System Exceptions (SE). They're also called Application Exceptions (AE), but the underlying concept remains the same. They belong to the .NET framework and are categorized under the System.Exception class. Proper handling should be in place for these kinds of exceptions and they can cause the process to fail.
The below list encompasses the most common exceptions that you can encounter in projects developed with Studio. They are derived from System.Exception as mentioned already, so using this generic type in a TryCatch, for example, will catch all types of errors.