xyz123, UMTS is also used in Europe - it is also known as 3GSM.

The reason you pay for calls made to your moblile whilst abroad is that it is assumed the caller does not (can not)know you are abroad. They pay the normal rate for a call to a mobile you pay the rest.
If you turn off your voice mail before leaving the country you will not have to pay for missed calls as they can't go to voicemail. You will still see on your phone who has called you in the call history.