It is not uncommon for people to laugh at their own jokes. One comedian discusses how he uses this as a benchmark for whether or not a joke is going to be funny for the audience.
Your delivery is famously dry. Do you ever crack yourself up? I find it to be comedically unethical to laugh at your own jokes on stage. ...//...
But the reverse is true when writing. I generally only like a joke of my own if I make myself laugh when I write it. If my brain can fool myself into a surprised chuckle, even when I am the one who wrote the joke, my guess is that it can also fool you.
Is there a correlation between people who frequently laugh at their own jokes and narcissistic features?