when one laughs hard, the pressure in your tummy increases and it causes some drops of urine to be pressed into your urine tube ( urethra) this causes the leak.
Anxiety like going on stage and exams or interview, etc can cause one to have an urge to visit the toilet, but thats natural. One has to learn to control this by training. Kegels cannot make one "reduce anxiety" but it can improve the tone of the muscles which prevent the urine from coming into urethra during stress. This needs to be done continuously, and there is NO course.
doing Kegels may not work in some persons who have some other problems.
Next Steps
Seek a urologist's opinion and get treated. If the need be they may advice you to undergo urodynamic studies and medications may be given. At times some even need operations to help them