I can find a Captain Charles Anderson born in Denmark in 1856 and I know he was around in 1911 but I have my doubts if this is your man because he obtained his Masters ticket in Sunderland and there would be a considerable age difference. Apart from the fact that family folklaw always prescribes that any seaman was a captain.
If your man died at sea whilst onboard a British vessel then it would be recorded in the series BT334 at the National archive.
After 1890 the new series of registers are in the class Registers and Indexes of Births, Marriages and Deaths of Passengers and Seamen at Sea. The information given in these registers is as follows:
deaths: name of ship, official number, port of registry, date of death, place of death, name of deceased, sex, age, rating [for seamen], rank or profession or occupation [for non-seamen], nationality and birthplace, last place of abode, cause of death, remarks.
The registers cover the period 1891-1964 with some ommisions and there are indexes arranged both by ships' names and individuals' names. Entries in the indexes in red ink refer to passengers; those in black ink to crew.
I don't know if you can view these records online.
It may be worthwhile looking at the census records. If he was onboard a ship when the census was taken the name of the vessel would be given.