A WCF service is based on NetTcpBinding. It may happen that a client silently vanishes, leaving the server without knowledge that it is not connected anymore.
I'm currently using a thread that pings all connected client to see if they are still alive, and removes disconnected clients.
I believe I found the answer myself.
There is an event OperationContext.Current.Channel.Closing
that is fired on faulted as well as closed connections.