how to disable SMS, missed call and calendar alerts on lock screen?

As stated in my earlier post, this is the method the iPhone uses to alert the user of that particular action. You say you already turned off the preview function, but there is no way to turn off the SMS or Missed call alerts.

You may send feedback to Apple regarding your desire to have the ability to turn these features on and off at http://www.apple.com/feedback/iphone.html

Do you mean the popups, or the audible alerts themselves? If it is the popups, I;m not sure they can be disabled. If you are describing the audible alerts, those are handled in Settings>Sounds. They can be turned off there. Not sure if that will affect the popups themselves.

I'll assume then you are talking about the missed calls, voicemail. I think those are the only other ones. There are no settings in the iPhone that allow for you to disable that. This is the method the iPhone uses to alert you of these particular incidents.