The problem of urination when you coughing is mainly due to the weakness in the muscles which is controlling the urinary bladder
. This is known as urinary incontinance. Urination during seizure
is very common and you can not stop that. But this problem of urination on coughing is mainly because of this urinary incontinance.
Now depending on the severity of the problem, it can be treated simply by doing some regular pelvic excerises or some time it may requires surgical intervention.
I would suggest you to consult some urologist
regarding this problem and he will adivce you according to your condition.
Thanks and hope this will help you.