Then I wonder: is it to add a paragraph with that keyword or should I write a complete article on that subject ?
Adding fresh content (writing an article) is broadly good policy. Small keyword-based tweaks can be risky, especially where they are obviously intended to game ranking.
However, a better strategy in my view would be to ask yourself how well your page addresses the visitor's intent, and focus any amendments on improving it.
Keywords/phrases should naturally occupy headings and content that summarise the principal topic(s) of the page. Bear in mind, also, that Google's synonym recognition has improved in recent years, so adding extra variants that turn up in searches- particularly less common ones - is probably unnecessary.
Wilburforce, thanks for your feedback. I really want to emphasize that my goal has nothing to do with keyword gaming or ranking.
The thing is: for some articles, Google seems to think I did a great job meeting users expectations and it's really like he is telling me: "see those keywords ? If you keep up the good job, I will reward you.
So my question really is: should I keep up the good job on that article or should I write a new article on those topics, at the risk of loosing the authority I'm getting on that particular article ?
If you equate topics with keywords you won't go far wrong.
Don't underestimate the value of keywords in anchor-text (but don't overdo it): linking to a new article either as mysite.com/article-keyword.htm, or mysite.com/existing-page.htm#article-keyword will be at least as effective as showering the content with keywords.
The important questions to ask are whether the article is well-matched to the search-term, and - assuming it is - how the user will find it if they have found your site but not the article. The winds of change are not going to stop blowing, but Google is still fairly friendly to content that answers those questions well.