Ben M. Angel notes: His death in Denmark indicates possible military action. There was one military campaign that took place in early 1389:

http://en.wikipedia.org/wiki/Margaret_I_of_Denmark

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On 24 February 1389, Albert, who had returned from Mecklenburg with an army of mercenaries, was routed and taken prisoner at Aasle near Falköping, and Margaret was now the omnipotent mistress of three kingdoms.

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This only indicates the possibility of a location of death. More positive evidence would be needed to identify him as one of the mercenaries who had marched with Albert of Mecklenberg, King of Sweden, against Margaret, Queen of Denmark.