I already tried to put this command inside the file .shrc (in the home directory) :
setxkbmap -model jp106 -layout jp
But it doesn't seem to be executed.
I also tried in .xinitrc, it also doesn't seem to be executed.
I later tried in .xsession. There it did prevent me from logging in.
In other words I was sent back to the login prompt each time I entered mi credentials and wanted to log in.
... Finally the suggestion with the /etc/X11/xorg.conf.d/keyboard.conf file is working.
I created a xorg.conf.d folder and then a keyboard.conf file as suggested.
I am not sure what the line XkbOptions exactly does, but it works.
Thanks a lot !