Was playing around with solids of revolution, the shape given by rotating $y=\sqrt{\sin x}$ about the $x-$axis seems to resemble a blimp.
The only thing I can find out about the natural shape of the blimp is that it is formed by the pressure of the lifting gas. Any reason a sinusoidal relationship should emerge from this?
This link gives some information about the mathematical model of a blimp surface. It seems more complicated than what I suggested in the question.