We study field theoretical models for cosmic (p,q)-superstrings in a curved space-time. We discuss both string solutions, i.e. solutions with a conical deficit, but also so-called Melvin solutions, which have a completely different asymptotic behaviour. We show that globally regular gravitating (p,q)-strings exist only in a finite domain of the parameter space and study the dependence of the domain of existence on the parameters in the model. We find that due to the interaction between strings, the parameter range where string solution exist is wider than for non-interacting strings.