The Swiss news site 20 Minuten reported Sunday the previous day's storm brought heavy rain, hail and wind gusts as high as 122 kph (75 mph).
Police say a tourist couple's boat capsized in Lake Geneva around 5 p.m. Local media reported the man swam to another boat and fired off two flares, but by the time rescuers arrived they were unable to find the woman.
Her body was recovered later by divers.
About 50 kilometers (30 miles) to the south in France, a 51-year-old German woman was killed when a tree fell on her camper.
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