Reading here, it seems modelling a custom exception class using a generalisation is common place. What it doesn't mention is how I can model an association with a class that could potentially throw the custom exception. Note, I'm not asking how to model the sequence behaviour when it comes to raising the exception; I'm specifically wanting to model the association. Or is this a misuse of the class diagram?
Probably like this:
<<throws>> isn't a standard UML stereotype. There's nothing wrong with that - it's perfectly fine to define your own. If you want to stick to standards though,
<<create>> is probably the closest. (See here for list of supported stereotypes as at UML 2.1).
You could model MyClass-MyException as a simple binary association rather than a dependency but it doesn't really hold semantically; there's no systematic relationship among them. Similar to the case where a Factory creates instances. There's a good article on Dependency relationships here if you need more info.
is this a misuse of the class diagram?
Not if you find it useful. UML is a tool: use it where & how it helps, ignore it where it doesn't. Case in point: pedantically,
MyClass doesn't throw any exceptions, one or more methods of
MyClass throws the Exception. So the dependency is an abstraction. However as long as:
then it's not misuse, it's use.