"The more you cry, the less you'll piss" is an old taunt; I am pretty sure it is in the 1811 Dictionary of the Vulgar Tongue, but I can't find it there at the moment.

The one about the arrogant beggar belongs to a genre of such jokes that is a Jewish specialty. For example, the householder says to the beggar, "I don't have a cent in the house; come back tomorrow", and he replies "Ah, my friend, if only you knew what a fortune I have lost by giving credit!"