The parents were allegedly bound with shoelaces at the same time as they were threatened with a pistol. The brothers got away with cash and items worth around 900,000 kronor.
It is believed to be about jewelry, weapons, and some of Kirsty Coventry's mementos from her Olympic swimming career.
Coventry made history on Thursday when she became the first woman to be elected as the new chairperson of the International Olympic Committee (IOC). The 41-year-old has won two OS gold medals and five additional OS medals in five Olympic Games.
The robbery took place as early as March 10, but it is unclear whether Coventry was in the country at the time.
The new IOC chairperson, who has been elected for eight years, is also the sports minister in the African country since 2018. She will take office as the new chairperson in June when German Thomas Bach formally steps down from the post he has held since 2013.