Per the Norwegian royal court:
“It is with great sadness that His Majesty the King received the message that Princess Ragnhild, Mrs. Lorentzen, has passed away at her home in Rio de Janeiro, Brazil, on September 16, 2012.
Funeral services will take place at the palace chapel. Princess Ragnhild will be laid to rest at Asker Church.
The princess was born June 9, 1930, at the Royal Palace in Oslo, and was the eldest child of His Majesty King Olav V and Crown Princess Märtha.”
Please click here to view photos as well as to watch a video regarding the life of the late Princess Ragnhild.