There is this similar question When you tell a joke and nobody laughs about how you feel if you be in such a situation, but I would like to know the words on the other side:

• What do you call such a joke?
• What do you call the person who said such a joke?
• How do you describe your feeling of hearing such a joke?
• What may you say to that person?

In Persian, I can think of a tasteless joke, a tasteless person, a cool or cold or light or happy person!, I felt cold, I felt freezed, ....you may say him "laugh on water!", especially if the joke was targeted to tease you...

Then don't get excited if a Persian said you "you are very cool",... hahaha was it cool? hahaha ...