With the dense deployment of small cells in the next generation of mobile networks, the users from different tiers suffer from high downlink interferences. In this paper, we propose a game theoretic approach for joint co-tier and cross-tier collaboration in heterogeneous networks and analyze the relevance of the proposed scheme. First, we propose a coalition structure game with a weighted Owen value as imputation, where the small-cell base stations (SBSs) and their connecting macrocell user equipments (MUEs) form a priori union. We prove that the proposed framework optimizes the users profit. As an additional global benefit, the SBSs are encouraged to host the harmed public users in their vicinity. Second, we propose a canonical game with a weighted solidarity value as imputation to allow cooperation among SBSs and MUEs when they fail to connect to nearby SBSs. We prove that the weak players are protected in this scheme and that a high degree of fairness is provided in the game. We compare through extensive simulations the proposed frameworks with state-of-the-art resource allocation solutions, access modes, and legacy game-theoretic approaches. We show that the proposed framework obtains the best performances for the MUEs and small-cells user equipments in terms of throughput and fairness. Throughput gain is in order of 40% even reaching 50% for both types of users.