"Certificate is not on the phone or sim"
This message is very depressing and the problem of missing authority certificates occurs after flashing the mobile. It is highly recommended to always go to a Nokia care center for flashing of Nokia mobiles. 

Here are a few solutions of this problem:
1. Upgrade your current SW a new SW version.
2. Go to nearest Nokia care centre. They will install the certificates on your mobile.
3. Download a Denmark authority certificate.
4. Try to restore factory settings.
5. Flash your mobile.

I hope these solutions will work. If there is still any problem then leave a comment.