Jeppe Hans Lorensen

Jeppe Hans Lorensen (b 3/17/1853) has been my brick wall. I'm pretty sure he was married to Anna Thorkelsen (Torkelsen) (b 7/7/1858) in Denmark. The information I have received from my in-laws is that their kids were born in Perthamboy, NJ. I cannot find any birth records for them or where Jeppe and Anna came over on the boats. I have information that they traveled to NE where other generations were born. Jeppe and Anna were married 11/3/1882. Any ideas would be great.