There are companies that make special sterile surgical marking pens. These pens are designed specifically for writing on skin. Surgeons and tattoo artists use them. I'm sure you can find them on the internet.

With that said, If I had to write something important on myself or someone else, I would probably just stick with a Sharpie or other simple permanent marker. They work pretty well for writing on skin and have been used for that purpose for a longtime.

All in all though, writing on one's hand is typically a spur of the moment kind of thing; where one just grabs whatever pen is at hand and does it. If I was prepared enough to have a special pen for writing on my hand, I would have probably been prepared enough to just carry some paper or stick-on labels with my pen.