Assuming you have ruled out any health issues such as incontinence, this behavior would indicate that your dog is letting you know he is alpha in your pack. He is above you in the order and is marking on "his" bed. I would start looking into human-to-dog leadership and the amount and type of exercise he receives.
If one really understands dogs and how to communicate leadership to them one can get away with having a dog sleep on their bed with them. However, in most cases, I personally do not believe dogs belong on beds because in the dog world the leader sleeps in the most comfortable spot in the house. By letting a dog sleep on your bed most people unknowingly are allowing them to take the bed over. A follower would NEVER dream of purposely peeing in the place where the leader sleeps. Never...it just would not happen. If a dog is going to be on a human's bed it needs to be invited up onto the bed by the human and not jump up at its own free will.