Is there a death certificate issued for those dying at sea, and if so, where would it be filed ?

My Great Grandfather died on HMS Ramsey when it was sunk in 1915 off Scarpa flow and I was wondering if it would be filed with the ships port of registry or the home town of the sailor. I've tried tracing his naval records through the Maritime agency & Southampton archives, but most of the pre 1918 mercantile navy records have apparently been lost.