Police said a black Ford Focus travelling on the A47 near Wisbech left the road and ended up on its side near a ditch.
The road was closed in both directions for several hours but has now re-opened.
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Bitter with temperatures barely above freezing.
A 14-year-old girl was declared dead at the property before an eight-year-old boy and seven-year-old girl died in hospital.
TV presenter Keith Chegwin has died aged 60 following a "long-term battle with a progressive lung condition", his family said.