C# - Catching Exceptions Thrown In An Asynchronous Web Service Completed Event Handler?

Imagine a web service with a method that returns a Customer object, that takes a customer ID as a parameter, i.e.

[WebMethod]
Customer GetCustomer(string customerId)

Now imagine that you're writing an ASP.NET app and you've generated a proxy for the service with the async operations. You create an instance of the service, wire service.GetCustomerCompleted to your handler, OnGetCustomerCompleted, and call service.GetCustomerAsync("12345"). In OnGetCustomerCompleted you apply logic to detect that no customer was found and throw a custom exception, or you want to throw the exception found in e.Error, e.g.:

void OnGetCustomerCompleted(object sender, GetCustomerCompletedEventArgs e)
{
if (e.Error != null)
throw new ApplicationException("GetCustomer failed", e.Error);
if (String.IsNullOrEmpty(e.Result.FirstName) && String.IsNullOrEmpty(e.Result.LastName))
throw new CustomerNotFoundException();
}

(I've omitted the bits of code that sets up a Customer object and persists it through the calls.) You launch the call to GetCustomerAsync in Page_Load and expect to retrieve the result in a handler wired to Page.OnPreRenderComplete. My question is, how do you catch the exception in your page? I know you can catch it with Global.asax's ApplicationError, but what if you don't want to navigate away from your page?