>Valdemar left behind several sisters whom I know nothing of Rigmor and Bodil
> and perhaps someone named Christina?

I don't find that Valdemar has any sisters called Rigmor og Bodil.
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In the 1901 census(attached) Niels Jensen and Margrethe Christophersen
live alone - all the children have left home.
The census say the had 7 children:

CHILDREN:

Margrethe Kirstine Jensen
born 1860 14 july in Kelby Parish

Jens Christopher Jensen
born 25 may 1863 in Svendsmark,Stege Landsogn

Laurits Jensen
born 13 december 1876 in Svendsmark,Stege Landsogn

Carl Otto Jensen
born 8 september 1871 in Svendsmark,Stegel Landsogn

Valdemar Jensen
born 4 october 1874 in Svendsmark,Stege Landsogn

Anna Kirstine Jensen
born 1 july 1878 in Svendsmark,Stege Landsogn

Karen Katrine Jensen
born 5 september 1880 in Svendsmark,Stege Landsogn
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Flemming Aasklint