Hi Julie and Ellen,
Prince Alexander of Denmark Born on 2 Jul 1903 in Appleton House on the royal Sandringham Estate, Flitcham, United Kingdom, (England). His Father's name was Prince Carl of Denmark, in Nov 1905, Prince Carl became King Haakon VII of Norway and died 21 Sep 1957.
Prince Alexander on 21 Sep 1957 became King Olav V of Norway and die 17 Jan 1991.
Information found on Wikipedia under Olav V of Norwayway
I hope that this a starting point for you.