I haven't given too much thought into the technicalities, but I would say that his heart and lungs don't really work, but he does still have blood, and any blood that he looses should be transfused. He won't die from loss of blood, but his muscles will atrophy and his brain start to die if he doesn't have blood for a prolonged period of time.

I'm still thinking through the logistics of it, but the basics are that he cannot feel pain and, aside from brain damage or decapitation, is essentially immune to death by means that aren't supernatural.