*cough cough* is that a Fountinehead reference? awesomeness... full credibility for u just like that :D

It's meh item build mate, Warmog doesn't benefit Kennen at all, more hp? Big whoop will make you survive maybe 1 second at best, it was nerfed too expensive and takes time to reach full potential meanwhile it sets your damage output back.
Doran Ring is derp item too, you don't benefit from it for the price if anything then Doran Shield like Trans4M said.
There is other good way to start wich is boots 3pots.
Lich Bane is also meh item on Kennen again he has no mana he loses any benefit from that, extra speed ok, but main thing Kennen doesn't have any skill that increases his auto attack damage(e.i Mordekaiser/Nasus Q) to time W's passive and LB proc is too much hassle to benefit anything.
If I wanted magic resist I just build Abyssal Scepter.
Main problem why you don't survive in fights is no sustain this is why people build Will of the Ancient, go in with E->R->W boom full health! Didn't go well? E out and spam Q+W to regain health.

Also great way to initiate with Kennen is Flash+R+E in to enemy team, "Tons of damage™"
Kennen got build-in spammable Ghost, I don't really feel need for another one.

i am not too sure about a Doran's Ring on Kennen simply because of the mana regen bonus that has no effect on Kennen. If you want AP and some health you could go Amplifying Tome and a Health Potion. Usually I go with a Doran's Shield to provide me with more sustainability.