Well, unlike Fallon's bizarre move into the similarly isolated territory of Minnesota, this particular rumour is not true. We can, however, reveal that the three are planning to use Anchorage as base camp for a heroic attempt to tackle one of the most difficult and dangerous missions known to man - a trek to the North Pole.
In scenes reminiscent of early 20th-century heroes such as Ernest Shackleton and Captain Scott, Alberts, Droga and Davis are planning to set off on their mission to conquer one of the few barren wildernesses known to man (similar, in many ways, to the pages of Saatchi & Saatchi's new-business book).
Surely only a fool would attempt such a dangerous mission without meticulous planning, although it has emerged that the three agreed to make the epic journey following a rather agreeable lunch. Indeed, it is understood that Alberts is under the impression that he might be able to work on some briefs while he's out there.
Details are scant and there is no indication of when they will be going, whether they will be taking huskies and icebreakers with them and how long the trip will take. But it is safe to assume that they are likely to be outside for some time. Best of luck, chaps.