Grammatically, they are both fine.
In English usage, it depends which variety of English you are talking about.
In British English, there are some uses where am/is/are having is idiomatic, for example:
- for some mental states or personal experiences:
I'm having second thoughts about going out tonight.
He's having a panic attack
They're having fun.
- where have has the meaning being the host for (either an event or a visitor), and with a sense of future intent, so:
We are having a party next month.
We are having our cousins to stay next week.
But for most uses of have we don't use the progressive.
In British English
We're having a problem
is possible, but means something like we are experiencing a problem, rather than the neutral there is a problem: it carries a sense that we are somehow personally involved in or affected by the problem.
My impression is that in Indian English we are having is much more widely used.