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Officers discovered the bodies of Jasmin Kuczynska, 12, and Natasha Kuczynska, eight, alongside 36-year-old Kanticha Sukpengpanao at a property on 19 January.
The body of 45-year-old Bartlomiej Kuczynski, who is thought to be the father of the girls, was also found at the house in Costessey, near Norwich.
His death is not being treated as suspicious, and officers are not looking for anyone else in connection with the deaths, Norfolk Police said.
Police said post-mortems found the woman and the children died from stab wounds to the neck, while the man died from a single stab wound to the neck.
Detective Chief Inspector Chris Burgess, who is leading the investigation, said: "We understand how incredibly shocking this incident is for all involved and for the wider community and that this latest update adds to the sense of heartbreak.
"Our thoughts are with the family of those found at the property grieving such a traumatic loss.
"We would like to thank the community for their help and will continue to provide reassurance patrols in the area. A cordon will remain at the address whilst we finalise our detailed examination of the scene."
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Norfolk Police has referred itself to the Independent Office for Police Conduct (IOPC) after officers failed to respond to a 6am call made by a man from the address where the bodies were found.
During the phone call, the man expressed concerns for his own mental state, saying he was confused, but was advised by police to seek medical advice, Charmaine Arbouin, IOPC regional director, said on Tuesday.
Norfolk Police has said it will investigate and will be examining if the contact its officers had with the man was "appropriate and in line with force policy, training and procedures".
It had already contacted the IOPC in connection with the deaths because officers attended the property on 14 December last year in relation to a missing person inquiry.