There should be no health risks. I've been pumping semen into my wife's rectum once or twice a week for 22 years, and she has had no ill effects. Her anus is as tight as ever and I she has never bled. But it is important that your penis follow the natural path of her rectum, which is different from the natural path of her vagina. In vaginal sex in a missionary position, the penis goes "down" into her vagina. In anal sex with the woman lying on her stomach, your penis should point up after it clears her anus. In other words, it should go "up her ass". Your penis should not feel any obstruction once it clears her anus and goes in deeper.