The Initial Network Entry Authentication (INEA) process is the first security entry between client and WiMAX network. WiMAX architecture provides a significant flexibility to respect wireless security requirements. The INEA framework is based on the Extensible Authentication Protocol (EAP) for user authentication and key management. However, EAP authentication method introduces high authentication delay and signaling cost when the user moves between stations. These impact negatively the handover process and decrease the Quality of Service of WiMAX networks. In this paper, we analyze the existing INEA authentication process and we propose a new authentication method and key agreement for handovers process. To prove the new method validity, the verification is performed by using the formal security analyzer Automated Validation of Internet Security Protocols and Applications which is a performed tool to find automatically potential attacks in security protocols. Furthermore, the proposed protocol is compared with other handover protocols. The comparison shows that proposed protocol outperforms the other protocols.