So, I managed to uninstall the graphics card and to run my PC without it. I tried OCCT and no problem whatsoever, CPU temp climbed to 60°C but that's it.
My conclusion is that the CPU has no problem. The power supply held without any problem.
Then my graphics card. I reactivated it and ran Furmark. And, man, things got quick : the start temperature was 50°C and it climbed to 102°C in about 40 seconds. Then, it levelled off at around 104°C and the computer gave up about approximately 1 minute and 32 seconds after the launch of the benchmark. Before the computer crashed, I experienced severe framerate slowdown. And then nothing else.
I will try OCCT this Monday with the graphics card activated and see if my computer can keep on or not. But a GPU temperature of 102°C is a matter of concern, right ?