This is caused by the "ClickOnce Trust Prompt Behavior": https://msdn.microsoft.com/en-us/library/ee308453.aspx
To adjust this, simply change the values in the Registry and vous devriez be able to install the application.
To enable the ClickOnce trust prompt by using le registre editor Open
le registre editor:
Click Start, and puis cliquez sur Run.
In the Open box, type regedit, and then cliquez sur OK.
Trouvez le following registry key:
\HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT.NETFramework\Security\TrustManager\PromptingLevel
If the key does not exist, create it.
Add the following subkeys as String Value, if they do not already
exist, with the associated values shown in the following table.
On my computer, the values were set to "Disabled" and J'ai no clue which application did that. J'ai changé the values to default and now everything works again like it should.
Or vous pouvez just delete the key "TrustManager" itself and everything is working aussi.