It has been my personal observation, something which history supports, that a number of Jewish people engage in what is called self-effacing humor. This retiring, modest, and often times gracious form of humor is, from what I can tell, behavior that is considered polite. It is akin to giving away one's authority as a gesture of good will. The only problem is that when one gives away their authority, others incline toward taking it.
"I didn't really think they'd believe it," is an expression I have heard time and time again from my friends, Jewish or otherwise, who engage in this type of humor. "How could they actually believe that about me? Don't they know me?"