The Moon is a balloon...

 From:  Mike K4ICY (MAJIKMIKE)
4518.3 In reply to 4518.2 

You could also try making the profile of the fin contours and guiding that along a rounded triangular rail using Revolve by Rail.

It will allow you to tweak the proportions and placement via it's built in history, and the overlapping in the middle that would occur with a regular sweep is taken care of by the Revolve command.

The smooth transition between the fin and the body could be performed by a series of blends, so that the parts maintain a good tangentcy.