After studying multi-signature with some of proxy signers and a group of digital signature schemes based on two hard mathematical problems, a new multi-signature scheme with some of proxy signers based on both elliptic curve discrete logarithm problem and integer factoring problem is presented and its security is analyzed. The analysis results show that the scheme satisfies all necessary security properties of the proxy signature scheme. Furthermore, its capability of anti-attacking is improved evidently comparing with existing multi-signature with some of proxy signers based on one mathematical hard problem.