Correct! Now to make things a bit more complicated: let me ask you another question:
What if the tag (where the exeption is thrown) is in an included jsp ->
a) the processing of the included jsp and the including jsp stops
b) the processing of the included jsp stops and the including jsp continues
So I feel the answer is (a)
Does SkipPageException get special treatment?
Yes, the SkipPageException is an exception on the JspException's: it was meant for SimpleTags (thrown from doTag()) to have a simular behaviour possible like the Classis Custom Tag doEndTag() return code SKIP_PAGE.