When Jensen was young his father took a position in Sweden as the manager of an estate in the north of the country. Jensen always said in later life that these childhood years were "the most wonderful of his life".
Kapag Jensen ay bata sa kanyang ama kinuha ng isang posisyon sa Sweden bilang ng mga manager ng isang ari-arian sa north ng bansa. Jensen palaging sinabi sa mamaya buhay na ang mga kabataan na taon ay "ang pinaka-kahanga-hanga ng kanyang buhay".