It confirmed in a statement that she died "peacefully in her sleep" on Tuesday after a long illness.
Born in Copenhagen on May 8, 1935, Princess Elisabeth was the eldest child of Prince Knud, the younger brother of previous monarch King Frederik IX, and was 12th in the line of succession to the Danish throne at the time of her death.
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She worked for the Danish Foreign Ministry from 1956 to 2001, serving at the Danish Embassy in the United States for four-year periods in the 1970s and 1980s.
She never married and thus retained her princess title.
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