Without providing a proper security measure to the handover procedure in Mobile WiMAX, several security attacks can be mounted. Even though security schemes have been previously proposed for this purpose, they are still vulnerable to several security attacks due to fatal design flaws. A newly proposed security scheme in this paper is based on the framework of authentication domain and concept of handover ticket. A method of establishing security associations within the authentication domain is proposed, and a lightweight security measure to protect the management messages associated with the handover is also proposed. Especially, using the handover ticket, the new security scheme can defend against a Redirection Attack arising from a compromised base station. The new security scheme is comparatively analyzed with the previous security schemes in terms of Replay, Session Hijacking, Man-In-The-Middle, and Redirection attacks.