An active volcano would be a very dangerous place to establish a tribe. Any civilization foolhardy enough to try will quickly learn that yes, in fact, the survival of the civilization is more important than any other advantage you could possibly have. But lets assume they don't know that and plant a civilization there anyway.
Most active volcanos on islands, called shield volcanos, tend to create a lot of running lava, generally what most people assume a volcano to be and the type of volcano you see like Kilauea in Hawaii for instance. Active volcanos on a continent or where the crust is thicker called composite volcanos tend to spurt ash into the air, for example like Mount St. Helen. You see virtually no lava. There would of course be hot zones, but surprisingly very little lava. You can of course choose to ignore this element, but it would be more realistic.
So depending on the type of volcano, we have very different sets of dangers.
Active shield volcanos are constantly boiling over with hot lava. It runs quickly and solidifies, which tends to make the volcano resemble a shield and hence the name. Most of the lava is contained within the volcano and tubules carry the lava to the ocean where it solidifies. However on occasion the lava will splash onto the rim. If a civilization established itself here, it wouldn't last long. Between the splashes and the occasional flowing lava, they'd be lucky if only their entire town burnt to the ground and they only suffered minor injuries. Establishing a civilization inside such a volcano is inviting disaster. The constant heat means you could not grow crops and water would be a scarse commodity, not to mention you'd last a lot less than you would on the rim. Every day where a wave of lava doesn't splash on top of your entire civilization would be a good day.
If somehow you figured you could live with this minor inconvenience, you would have to distance yourself a bit from the volcano to start growing crops. The area around the volcano is solid rock for the most part. What isn't solid would seem solid until someone stepped on it, at which point oh well, you lost another one. This would likely be a regular occurrence for such a civilization. Expert volcano guides use walking sticks to carefully check not only that the ground isn't really liquid lava, but also that it is structurally sound to walk on. Even then, accidents have been known to happen. At this point living amongst the lions seems to be a reasonable alternative.
Active composite volanoes tend to be less "active" than active shield volcanos, in that they don't erupt with the same frequency. However when they do, you're not just dead, you're "covered with several meters of burning hot ash and debris" dead. Even if you are several kilometers away, the toxic fumes would make sure you'd be long dead before the ash hit you. Think Pompeii.
That should at least be a testament to the fact that a civilization could establish itself within reasonable distance without serious threats (that is, until it explodes violently of course). However Pompeii didn't settle near the volcano for any other reason than the fact that the ground was fertile, and in fact, it is no coincidence, the land near a composite volcano is generally very fertile. One of Pompeii's biggest exports to Rome was wine, and no doubt the land helped. However, Pompeii was 8 kilometers from Vesuvius and there is no evidence that the volcano served for any other purpose or advantage.
So my idea is that for a civilization to live on or close-to a volcano, A) it would have to be a composite volcano and B) it would have to be centered around its religion. Perhaps they'd have a deity of the volcano or of lava and perhaps they'd need to perform sacrifices every now and again for a good harvest. The land on and around the volano would be fertile, though the water would likely run right off, so you'd have to see plenty of terraforming to flatten the land to plant crops. There would have to be a river nearby too, since most civilizations of a reasonable size had a ready source of water.
Sooner or later the civilization would be destroyed and largely covered with ash, so I seriously doubt the civilization would reach modern technology, it is really only a question of when if the volcano is active. But then, to inhabit a spot near a volcano is to invite danger afterall.