What has happened
A unknown party has ordered multiple items from zalando.ch (a clothing retailer), while using my address as the delivery address.
Note: I have no account there, and never ordered, so this was not an account breach or online identity theft in the strict sense.
Subsequently, the first arriving parcel has been intercepted by the fraudster at my mailbox before I even realized it. The second and third parcel have been delivered to my door, so I came aware of the fraud.
I have sent back the two parcels I received, and reported the missing packet and the fraud to the online shop. According to the shop, the fraudulent account has now been closed. I was told that I need to report to the police, which I did.
The police officer noted the incident in a short, formless report and emailed me a copy. However, I could not formally make an indictment, they said, as the actual damage is suffered by the online shop.
How to protect
I now fear that I need to go down the road of bills, reminders and enforcement proceedings.
How to protect myself from the upcoming unwarranted bills of the online shop?
Note: This is specifically in Switzerland, and even since zalando is a german shop, swiss law will be applicable in court, as per their GTS.
Note2: I now have set up the swiss post "notification service", as suggested by @xngtng to get notified whenever a parcel is on it's way to me. This allows me to get ahead of unwanted deliveries.