We study convex combination optimal reinsurance with multiple reinsurers and heterogeneous beliefs. In order to take into account the interests of the insurer and all reinsurers, we minimize the convex combination of distortion risk measures of the insurer and all reinsurers. The optimal ceded loss functions are given for the distortion risk measures and distortion premium principles. We also derive explicit solutions for the value-at-risk risk measure and the expected value premium principle. Finally, we give two examples to analyze the impact of the heterogeneous beliefs on the optimal reinsurance and to illustrate our results.