The system is of a type including a flange (5) and a set of conical internal rings (9) and external rings (8) combined to link by friction the flange to the shaft through the relative axial movement of the rings. Advantageously, the flange includes a rigid housing (7) with a cylindrical axial passage (7A) to receive coaxially the set of conical rings (8,9) and define between the inner surface of the passage (7A) and the outer surface of the external ring (8) an annular space (10) in which can be engaged the end (2A) of the shaft and of which the external ring (8) is elastically and radially deformable.