Mostly the map areas and names. Personally, I don't think the Baltics should be included, as they weren't taken by the Swedes until centuries later. If it's meant to represent for the Kalmar Union, the historical title for the King would be "King of Denmark, Sweden and Norway, the Wends and the Goths", or more practically "King of Denmark, Sweden and Norway", while if it represented an alternative singular kingdom, the title could be "Norse King" or something similar. Since it's your project, I'll let you decide.