Although statistical physics has been very successful to describe physical systems at thermal equilibrium (thanks to the Boltzmann distribution, which reflects the maximization of the entropy, and allows one to construct in a systematic way thermodynamic potentials), it remains elusive to provide an efficient framework to study phenomena that are out-of-equilibrium, i.e displaying non vanishing current of physical quantities (energy, charge, particles...). The goal of the thesis is to describe such systems with very simple models which retain nevertheless their main physical features. The models consist in particles evolving randomly on a one dimensional lattice connected to reservoirs and subject to hard-core repulsion. The challenge lies in computing exactly the stationary state of the model, especially the particle current, its fluctuations and more precisely its large deviation function (which is expected to play the role of an out-of-equilibrium thermodynamic potential). In the first part of the thesis we construct models, called integrable, in which we can perform exact computations of physical quantities. We introduce several new out-of-equilibrium models that are obtained by solving, in specific cases, the Yang-Baxter equation and the reflection equation. We provide new algebraic structures which allow us to construct the solutions through a Baxterisation procedure. In the second part of the thesis we compute exactly the stationary state of these models using a matrix ansatz. We shed light on the connection between this technique and the integrability of the model by pointing out two key relations: the Zamolodchikov-Faddeev relation and the Ghoshal-Zamolodchikov relation. The integrability is also exploited, through the quantum Knizhnik-Zamolodchikov equations, to compute the fluctuations of the particles current, unrevealing connections with the theory of symmetric polynomials (the Koornwinder polynomials in particular). Finally the last part of the thesis deals with the hydrodynamic limit of the models, i.e when the lattice spacing tends to $0$ and the number of particles tends to infinity. The exact results obtained for a finite size system allow us to check the validity of the predictions of the macroscopic fluctuations theory (concerning the fluctuations of the current and the density profile in the stationary state) and to extend the theory to systems with several species of particles.