The title refers to Frederiksborg Castle in Hillerød, the largest Renaissance residence in Scandinavia. The title is an allusion to Alexandra's marriage to Prince Joachim of Denmark which took place in the Frederiksborg Palace Church.[2]
The title was created by Queen Margrethe II of Denmark on her birthday of 16 April 2005, and was conferred with the accompanying rank of 1st class in the Danish order of precedence, thus entitling Alexandra to the style of "Excellency". The title is a personal substantive title of nobility, and therefore not revoked or taken away from Alexandra when she remarried on 3 March 2007 (unlike the title of Princess). The title is, like a life peerage in the United Kingdom, for life only and will not be inherited by her children.
Between her divorce from Prince Joachim of Denmark and her second marriage to Martin Jørgensen, Alexandra remained a Princess of Denmark and was, along with her comital title, styled from 16 April 2005 on as Her Highness Princess Alexandra of Denmark, Countess of Frederiksborg. When she remarried to Martin Jørgensen, she lost however the royal style of "Highness" and title of "Princess of Denmark". But she retained her first-class rank in the Danish ranking and has been therefore styled since 3 March 2007 as Her Excellency Alexandra, Countess of Frederiksborg.[3]