The correct e-mail address is lrz-login@matlab.rbg.tum.de (computer company group) and not lrz-login@matlab.rgb.tum.de.
If you enter the email address correctly, it can also happen that the confirmation mail ends up in the spam folder of the TUM mail account. That's why you have to check this folder too.
If you have set up a forwarding to another email address, you have to check the spam folder from this account.
After the Matlab e-mail address has been generated in TUMOnline, you will not receive an e-mail and you will have this new e-mail address. In TUMOnline you can look under E-Mail addresses, if this e-mail address was actually generated.