Victor Borge was a satirist and pianist during the 20th century.
Upon shaking his "Nanook of the North" personae, Odo was compared to Victor Borge after an outstanding piano performance at Vic's Las Vegas Lounge, and a later, and somewhat inadvertent, show of humor, when he did not know who Shecky was. The Borge comparison was made by two of Vic Fontaine's lady friends, Melissa and Ginger.
Odo later used the reference while attempting to make conversation with Lola Chrystal. (DS9: "His Way")