That could be when it becomes bullying.

I have handled such cases by saying "Are you laughing with me, or laughing at me?"

But say it with a smile on your face.

Have you had or are you having a bad experience?

Are different cultures involved?

I have worked with and lived with people of differing cultures to me and I did struggle with their humour.

Again, as long as their intention was good I decided to just live with it.

One of work mates used to upsett people daily and they would come to me to complain rather than go to him because they didn't know how to handle him, it become tiring but it was just the way it was.