  We present a numerical method to compute the survival function and the
moments of the exit time for a piecewise-deterministic Markov process (PDMP).
Our approach is based on the quantization of an underlying discrete-time Markov
chain related to the PDMP. The approximation we propose is easily computable
and is even flexible with respect to the exit time we consider. We prove the
convergence of the algorithm and obtain bounds for the rate of convergence in
the case of the moments. An academic example and a model from the reliability
field illustrate the paper.
