Anirban Spinebot's answer is correct, but the location of the menu is a little different in the latest OS, so I'll post some screenshots. the "Open Anyway" button can be found at the following location:

Pressing this will bring up a further confirmation dialog, again click "Open Anyway":

You will be prompted to enter your fingerprint or password to proceed:

After proceeding through everything, the installer window will finally open!:
