a "cold joke" is one that usually falls flat on the telling. The joke in itself is not funny but it may evoke laughter anyways because the reaction is to do the opposite which elicits laughter. From Mandarin Chinese, "leng xiao hua."

cold joke

black humor

Do you mean what we call "black humor"? It is also called macabre humor. This is humor or jokes about some taboo subject, such as death. It can also be called "graveyard humor". I am not sure, so I'm guessing here.

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