To have only one large compressed file and minimize the possibility of corruption of this file, what strategy should be adopted?
As said before, it's preferable to have separate compressed archives instead of a single big archive. There just isn't a fail-proof strategy. And "fail-resistant" is subjective. Best that can be done relatively easy is to have multiple copies spread out on multiple disks in multiple places.
If you still insist on doing this anyway (and to be honest, even if you decide to keep your archives as separate files), you should make use of WinRAR's recovery record (unless something catastrophic happens, a 10 or 15% size
should be enough, feel free to use more though). Do not enable solid compression for RAR files though. They make damage repair harder.
If you have no need for your 7z or ZIP files to be specifically 7z or ZIP archives, convert them all to RAR files and enable recovery record with all of them. Compression rate differences are negligible today anyway so, might as well switch to RAR that has better chances of being repaired if the archive gets damaged.
Compression of compressed files is usually pointless, so you can use any of the Store/Fastest/Fast compression methods anyway.
Considering you just want one big file, I doubt you're using multi-volume approach to this. But if you are, there's also a setting to create a number of recovery volumes in the Advanced tab. A single recovery volume can replace any lost/damaged volume, but only one. You can replace as many lost/damaged volumes as the number of recovery volumes you have.
With all that said, keep in mind interoperability requirements if you have them. For starters, current WinRAR versions (7.0+) use RAR 5.0 exclusively, and do not support making archives in the older and more well known RAR3 format. And specific characteristics, such as dictionary sizes beyond 1 GB or extreme path lengths (beyond 2047 characters) are only available through WinRAR 7.0 or later.
RAR3 files on Linux should be usable, but I have no idea what's the exact state of support for RAR5.0 files. Specially if your RAR files use characteristics that were just recently made available in WinRAR 7.0+.
Operating system compatibility with regards to Windows might also need to be considered. If you need support for 32-bit Windows, WinRAR is ditching it in upcoming version 7.10, with Windows Vista also no longer being supported (XP stopped being supported after 6.02 and Windows 2000 after 4.11). Self-extraction (SFX) modules are not affected by this however and should still work on 32-bit Windows as long as you specifically select the 32-bit SFX module.