A policewoman and a police vehicle are seen at the site of a shooting in central Brussels where three people were killed near the city's Jewish Museum.
Police have closed off the area around the museum, near the centre of Brussels, and numerous ambulances were at the scene.
The Sablon area consists of cobblestoned streets with numerous antique shops and museums.
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Mladic, now 75, was the military commander of Bosnian Serb forces in the 1990s, who fought against the Bosnian Croat and Bosniak armies.
Weather: Heavy rain and strong winds in the north
His representatives said Cassidy, who was hospitalised last week, died "surrounded by those he loved."