I was looking for the same long time ago, but didn't find solution. I use instead of this query to SQL Server log for alerts messages (they should be logged):
EXEC sp_readerrorlog 1, 'C:\MSSQL\LOGS\SQLlog.txt', 1, 'error'
where 'C:\MSSQL\LOGS\SQLlog.txt' - is location of your SQL serever error log, 'error' - is search string for you allert.