You can call actionDevicePolicyManager.SET_NEW_PASSWORD to send user to lock screen settings fragment (firstly he will have to type current password/pattern for secure lock types):
Intent intent = new Intent(DevicePolicyManager.ACTION_SET_NEW_PASSWORD);
startActivity(intent);
There is none. You can view all possible Intents in android's source code: https://github.com/android/platform_packages_apps_settings/blob/master/AndroidManifest.xml
EDIT:
It turns out that this had been added in Version 2.2 of Android.
Please ee pleczko's answer below.
Before Android 2.2 there is no intent to do this.
You can call action
DevicePolicyManager.SET_NEW_PASSWORD
to send user to lock screen settings fragment (firstly he will have to type current password/pattern for secure lock types):