Both of these suppose that the problem is a lack of ink. I often have pens which won't work yet still appear to have plenty of ink. Sometimes with a bit of work (mainly licking the tip) I can get the ink flowing again, sometimes not.
In such cases, I just say "My pen's broken" or "My pen's clogged" or simply "My pen won't write."
Alternately "Stupid $*&# piece of #*$^", which works for many things beyond just non-functional pens.