NEW YORK — Hewlett-Packard Co. is looking to investigate the circumstances of former CEO Mark Hurd’s departure, including the large severance package he received.

Hewlett-Packard said in a Jan. 14 filing in a federal court in San Jose, Calif., that the investigation is in response to a shareholder’s demand that the company look into Hurd’s departure, as well as the board’s decision to approve his generous severance package.