What type of electromagnetic wave is used in security pens?

The answer is; UV (ultraviolet)

The security pens use UV light to illuminate some marking on an object,such as a watermark, to identify its authenticity or owner. The markings are usually invisible to the naked eye under visible light. The marks are only visible when illuminated with UV light. This is because the marking is made of a fluorescent material that absorbs light of a  shorter wavelength (this case UV) and emits a longer wavelength (this case visible light).