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What you are describing is called $(t,n)$-threshold signature, where you need at least $t$ parties (out of a total of $n$) to create a signature. Considering your description, it seems that in your case $t=n$, so it is necessary that all the keys are used for creating the signature. 

This answer assumes that you want to verify the signature with a single public key (i.e., $n$ signatures, 1 verification). If you want to use $n$ public keys, then you can just require $n$ independent signatures.