Buck converter without load - is it dangerous in long term?
Usually a DC-DC converter for an LED string will be a current regulator, not a voltage regulator.

A current regulating converter will use feedback to adjust the switching duty cycle up or down until the load current matches a setpoint.  

If the load (LED) is removed then the converter will measure no load current and just keep increasing the output voltage.

Running a current regulator without a load typically won't damage it, but the voltage will go up until the over-voltage threshold is reached.

You should be OK as long as you rate the output capacitors avove the over-voltage setpoint.

Also, the over-voltage setpoint is usually adjustable on most converter chips by changing a resistor, so you could try reducing the setpoint rather than increasing the capacitor ratings.