A Sannyasin cannot belong to any religion, for his is a life of independent thought, which draws from all religions; his is a life of realisation, not merely of theory or belief, much less of dogma.
There is only God. REALITY is God and has never required your belief. This reality no "one" survives. In Ultimate Reality no "one" is saved either - there is simply nothing to save you "from" : you have not emerged from any "other" and there is no place else for "you" to disappear into. Ever.