There is this similar question http://ell.stackexchange.com/questions/117202/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 ...