Error message MacOS: The installation package cannot be opened (malware)

In some cases, you may receive the following error message when installing software: The installation package cannot be opened because Apple cannot check for malware in it.

To be able to install the software nevertheless, please proceed as follows:

1. Go to System Settings > Security.
2. Under the General tab, you should see the blocked installation, with an option to Allow the installation.
3. Allow the installation and then run the installation again.

The installation should now start.