Europe + Asia = Eurasia

Europe + Asia (north of the Himalaya foothills) + northern Africa + the northern and central parts of the Arabian Peninsula = Palearctic

[Wikipedia]

I can't find a single term that depicts Africa, Asia and Europe. Most probably, you can append Afro(indicating Africa) to Eurasia and get:

Afro-Eurasia

Europe + Asia = Eurasia

Europe + Asia (north of the Himalaya foothills) + northern Africa + the northern and central parts of the Arabian Peninsula = Palearctic

Edit

Africa + Europe + Asia = Afro-Eurasia!

[Wikipedia]

Thanks to @choster for pointing it out!