Notification emails are set up on the Escalation Settings of the system. Each of the following record types can be chosen by one of your system's Super Users, making the system send out an email if a new record of that type is created.
If you are not receiving emails when Near Miss incidents (or any other type of record) is created, it will be because you have been assigned an Escalation Group that does not have those incident types assigned to it. You will need to contact your system's Super User to amend the escalation group you are assigned to, or to include the record type elements in the Escalation Group itself.
Note: If you are a Super User, please refer to the article How to set up Escalation Groups and assign them to users for more information about how escalation groups and their settings work.