Brain tumor segmentation remains a significant challenge, particularly in the context of multi-modal magnetic resonance imaging (MRI) where missing modality images are common in clinical settings, leading to reduced segmentation accuracy. To address this issue, we propose a novel strategy, which is called masked predicted pre-training, enabling robust feature learning from incomplete modality data. Additionally, in the fine-tuning phase, we utilize a knowledge distillation technique to align features between complete and missing modality data, simultaneously enhancing model robustness. Notably, we leverage the Holder pseudo-divergence instead of the KLD for distillation loss, offering improve mathematical interpretability and properties. Extensive experiments on the BRATS2018 and BRATS2020 datasets demonstrate significant performance enhancements compared to existing state-of-the-art methods.