A statement sent to the AFP news agency said Wallenberg's “declaration of death is a way to deal with the trauma we lived through, to bring one phase to closure and move on. But it will not affect his presence in our lives nor the inspiration he is to us and to the world”.
Wallenberg was posted to Nazi-occupied Budapest in July 1944 and rescued thousands of Jews by issuing them protective Swedish passports in the final months of the Holocaust.
The 32-year-old also acquired buildings to house as many Jews as possible and provide them with extraterritorial statuts.
He disappeared under mysterious circumstances, after last being seen alive surrounded by Soviet officers in Budapest on January 17th, 1945.
Wallenberg's family has never received an explanation for why he was arrested by Soviet forces shortly after they liberated Hungary from the Nazis, now what happened to the Swede after his arrest.
In 1957, the Soviet Union released a document saying Wallenberg had been jailed in the Lubyanka prison, the notorious building where the KGB security services were headquartered, and that he died of heart failure on July 17th, 1947.
But sceptics have questioned that version, with some saying he was executed.
In 2000 the head of a Russian commission of investigation conceded Wallenberg had been shot and killed by KGB agents in Lubyanka in 1947 for political reasons, but declined to be more specific or to cite hard evidence.
“The family has lived in hope and despair, hope that their efforts would bear fruit and Raoul would return, despair as their hopes were dashed again and again… We have not decided to lay Raoul to rest and are planning a memorial site,” the statement read.
A trustee for Raoul Wallenberg submitted the request to the Swedish Tax Agency which handles such matters.
Wallenberg was born on August 4th, 1912, and would be 103 years old if he were still alive today.