There's a recent large study in The Lancet, where they estimate 2020-2021 excess mortality, and compare these to reported Covid19 deaths. The study covers a large number of countries, but here I only look at your four.
Either the study methodology to estimate excess mortality has some problems with Denmark and Finland. Or, if the study is correct, the official numbers from Finland and Denmark are bad in estimating their own Covid19 deaths: Denmark underestimating by 3x, Finland underestimating by 5x.
Denmark tested way more than any other country in the world. They most likely have the most accurate picture of how many people actually died with covid
I'd strongly question their method of calculating excess mortality, look at denmark on https://www.euromomo.eu/graphs-and-maps and compare it to other countries
I would assume methodological flaws. Just by looking at the number of authors and the publication date, the authors simply did not have enough time to control for area-specific factors for 191 countries and 252 subnational units.
Finland reported 53949 deaths from all causes in 2019, 55488 deaths in 2020, and 57343 deaths in 2021. (The figure for 2021 is preliminary.) The total increase from the 2019 level in 2020-2021 is ~5000 deaths, and a large part of that is explained by aging population.
https://www.statista.com/statistics/1104709/coronavirus-deat...
deaths per million inhabitants:
Sweden: 1,755.2
Denmark: 924.97
Finland: 521.89
Norway: 405.58