There are various types of pension schemes in Denmark, including the state pension scheme, company pension schemes, and private pension schemes.

The state pension scheme is part of the social security system in Denmark and is regulated by law. To receive the full state pension, you have to have lived in Denmark for more than 40 years. 

Many companies offer a company pension scheme or a collective pension scheme as part of their employee contracts.

It is also possible to set up a private pension scheme. You can typically set up a private pension scheme with your bank or with an independent pension fund. 

For a quick overview of the different pension schemes, visit the Workindenmark website. 
For more detailed information about pensions in Denmark, have a look at the information available at Life in Denmark.