United Kingdom, March 23 -- Princess Beatrice cried "tears of relief" when her daughter Athena was born.

The 36-year-old royal's baby girl was born several weeks premature in January, and Beatrice has admitted to feeling an enormous sense of relief.

In an essay for British Vogue, the princess - who has Sienna, three, and Athena, two months, with husband Edoardo Mapelli Mozzi - wrote: "I was very fortunate to be monitored closely by a medical team and I'm extremely aware of how lucky I am.

"This is a driving force in me to do as much as possible to help where I can. Athena arrived healthy, a few weeks before her due date. She was so tiny it took more than a few weeks for the tears of relief to dry and for life with our healthy baby to f...