There is always risk associated with cracking jokes at your own expense. If the joke is not particularly funny your ego is doubly crushed and there's always with the chance that people will laugh too much, implying that they agree with your self-criticism. But in general, not taking yourself too seriously is valued in American culture.
Thais, I am told, do not make fun of themselves, which actually makes sense. Instead they direct their jabs at friends and family. The pain distribution is probably the same for both cultures it's just a matter of who can dish it and who can take it.
This puts the American ex-pat at a disadvantage in Thailand. She can't help but be the target of her own mocking quips even while mild insults pour in from all directions. She is from now on the butt...and head of all jokes. And maybe she will be a better person for it.
