New mail alert for delegate or shared mailboxes

I receive new mail alerts just fine for my main Exchange account, but I do not receive any alerts for when a mail arrives in any of the Inboxes of my additional mailboxes.

I’m an owner of some of these mailboxes and a delegate for others but need to take action on the emails that arrive in any of them.

Is there any way I can also get a new mail alert for these mailboxes?