How to skip the credits

On the minimap a rogue wave icon does appear and shows which direction it is traveling. And to avoid losing crew members you hold the 'X' button(on Xbox), Space on PC, Y(on Wii U), or Square(on PS3) but that will brace the crew and you won't take as much damage.

Also, You can get more crew by going to a tavern, helping pirates in the locations, or picking up castaways in the open sea.

As some have stated in the comments, another way to avoid damage from the rogue waves is to face them head on. But in my experience it is just easier and quicker to brace and then get back to the battle.

1. Open the Assassin4.ini file under My Documents\Assassins Creed IV Black Flag
2. Find the following lines:

PadUp=-1
PadRight=-1
PadDown=-1
PadLeft=-1

and replace them with

PadUp=72
PadRight=77
PadDown=80
PadLeft=75

This will allow you to access the weapon wheel shown in the console versions by using the number pad keys 2, 4, 6, and 8.

Save this file and restart the game to finish the process.

Source