depends on the context- but if it's literally a classic 'joke' with a setup and a punchline, i'd say no. if you need to laugh to sell the joke, it probably isn't that funny. same goes for sketch based comedy- jimmy fallon used to laugh on SNL all the time, and while it might have endeared him to certain individuals- it really sort of ruins the delivery if you can't keep it together.
but if we're talking about off-the-cuff remarks, quips, or part of a standup routine- that's different.
Jokes are best served dry so... hello no. It's slightly acceptable if you made someone laugh and their laughter gets to you then it's fine, cause you're technically not laughing at your own joke.
I mean you're the one telling the joke, right so how can it make you laugh? Same way you can't tickle yourself.
You have to have some sort of audio cue so people know you're joking otherwise they might take you seriously. Then you'd be that creepy guy instead of that funny guy. A full-on belly laugh might be a bit excessive, but a small chuckle is perfectly fine. Besides, when people hear someone else laugh they're more likely to laugh themselves. This is why TV has laugh-tracks.