According to St Birgitta (Bridget) of Sweden:

By reason of my tender love, I show mercy even to the children of pagans.  If any of them die before reaching the age of discretion, given that they cannot come to know me face to face, they go instead to a place that it is not permitted for you to know, but where they will live without suffering (‘Liber Caelestis’, Book II, chapter 1).