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Application Error Page 
If an application error occurs, an error message of type X, A or E is created in the application and the application is terminated. Information about the short dump is forwarded to the ICF. The ICF creates a standard error page.

Below is an example of an ICF standard error page:

Analogous to Your Own Logoff Pages, here you can also create a separate error page for your application. You can suppress the ICF standard error page and replace it with the one you configure yourself.
To do this,
in transaction SICF go to the service node for your Web application and under
Error Pages choose the tab page
Application Errors and enter your data for
specific error pages (see also
Creating Error
Pages).

Especially for security reasons you should not display these error messages to external users of your application.
The solution
for external users is to create an
External Alias for
the service in your application. In the external alias you can specify a
separate error page and logoff page which are independent of the original
service.
For example, if you have an application WDR_TEST_WINDOW_ERROR, the service is called as follows:
http://<host:port>/sap/bc/webdynpro/sap/WDR_TEST_WINDOW_ERROR
If you now create an external alias, the service could be called as follows:
http://<host:port>/WDR_TEST_WINDOW_ERROR
In this example this would make it possible for internal users who use the original service http://<host:port>/sap/bc/webdynpro/sap/WDR_TEST_WINDOW_ERROR not to have to enter any error page. The internal user would also see the error stack.
In comparison, for the external alias http://<host:port>/WDR_TEST_WINDOW_ERROR an error page could be entered. If an error occurs, depending on the browser settings the user would either see an error message or the error page from the alias that you entered. This way the external user would not have any direct information about what the error was about.
...
1. Create an external alias /WDR_TEST_WINDOW_ERROR with the target /sap/bc/webdynpro/sap/WDR_TEST_WINDOW_ERROR
2. Under Error Pages ® Application Errors enter the following:
<html>
<body>
The application has to stop due to an error:<br>
<b>Error message:</b><%=MESSAGE%><br>
Please contact the system administrator for help.
</body>
</html>
3. Save your service.
● You can now call the application from the external access. Choose one of the buttons here. This triggers an error message and the text entered above appears.
● Call the application with the internal URL. Also choose one of the buttons. An error stack appears.