No, this is not called abstract class.
Class that extends Exception can be called user defined checked exception. You can find more information on this topic at http://docs.oracle.com/javase/tutorial/essential/exceptions/creating.html
Just for you to know, abstract class is something completely different and unrelated to exceptions. More information on that: http://docs.oracle.com/javase/tutorial/java/IandI/abstract.html
Hope that helps! :)