[Summary from Kay-Arne Hansen: I asked him if he had read 'Norwegian Kingssagas' by Snorre Sturlasson, and explained that I thought so on the basis of Sansa's story about Ser Arryk and Ser Erryk seeming to be the equivalent of the brother kings Alrik and Eirik, and went on to make suggestions about other possible 'inspirators' from the 'Kingssagas'.]
Ah... well... a fascinating theory, but...
I did take a semester of Scandinavian history back my sophomore year in college, which was.... hmmmm... around about 1967-8. I read a couple of Icelandic sagas during the course, and found them thoroughly compelling, but after the passage of thirty years I confess I no longer recall the titles or the names of any of the characters. It may be that chunks of them, buried in my subconscious, somehow surfaced during A SONG OF ICE AND FIRE... but it seems a long shot.
Ser Arryk and Ser Erryk were inspired by the twin knights of Arthurian myth, Sir Balon and Sir Balin, who appear in Mallory.
Nice try, though.