15k is about where it’s starts feeling comfy. That being said, it’s not your HP you need to worry about but your effective HP, which is HP multiplied by total damage reduction. What matters is how much raw damage you can take before dying.
With capped Armor and resistances and fully defensive helmet, chest and pants your HP should be somewhere between 12-15k depending on how much you get hit. If in doubt just add more. With Shako and GF I have about 23k with a bone spear build, if I remember correctly.