On Howard Stern's show, she said that she had a relationship with Arnold Schwarzenegger during the shooting of Red Sonja (1985).
Her first son Julian (b. 1984) lives by himself in Copenaghen, her other three sons, Killian (b. 1989), Douglas (b. 1993) and Raoulino (b. 1995) live in Milan, Italy with her fourth husband Raoul Meyer and his wife Amel Cotti and their daughter (b. 2005).
She left her first husband and child in Denmark to find fame in America (1985).
Was engaged to New York Jets defensive end Mark Gastineau from January 1988 to April 1990.
She remains good friends with Flavor Flav.