Proof of insurance must be provided at the time of applying for the short-term visa.
Insurance cover must include medical emergencies, hospitalization, and the cost of sending the applicant back to his country (also in the event of death). The amount should be a minimum of EUR 30,000.
Travel insurance is one of the necessary documents for the Schengen visa application. The insurance would cover the entire length of your stay in Denmark. The insurance must be valid in the Member States’ territory.