Matlab does not support dynamically changing array sizes in parfor loops.
You need to preallocate your struct. Try this:
N = 2;
combinaison = repmat(struct(), N, 1 );
parfor calcul = 1:N
coco = struct();
combinaison(calcul).modele = 5;
coco.modele.CL(1).branche(2).type = combinaison(calcul).modele;
disp(coco.modele.CL(1).branche(2).type);
end
