You may be entitled to a foreign pension (udenlandsk pension) if you have lived or worked in another country than Denmark. It depends on the rules in the individual country whether you are entitled to have your foreign pension paid out in Denmark.
Please notice that you must contact different authorities when you apply for foreign pension:
Pension from an EU/EEA Member State, Switzerland, United Kingdom or a country with which Denmark has concluded a convention on social security
Please contact the Danish authority Udbetaling Danmark if you live in Denmark and are entitled to Danish pension. Your application for Danish pension also serves as application for the foreign pension.
If you do not receive Danish pension, you may choose to fill in an application form and send it to Udbetaling Danmark International Pension.
Pension from a country outside the EU/EEA, and with which Denmark has not concluded a special agreement
Please contact the embassy of the country in question here in Denmark.