"There was a break-in during the night and a few paintings were taken that represent a considerable sum," Rotterdam police spokeswoman Patricia Wessels told AFP.

"A major investigation is underway and forensics is at the scene," she said, adding that "for several reasons we can't say yet which works are concerned or which artists."

"We're investigating how they got access, what time it happened and who did it," Wessels said.

The museum is showing works from the Triton Foundation as part of its 20th anniversary celebrations, including paintings by Pablo Picasso, Vincent Van Gogh, Marcel Duchamp and Piet Mondriaan, according to its website.