Valuation of Medical Innovation Handling with Uncertainty and Risk

<b>Background:</b> The purpose of this paper is to address how to handle uncertainty when performing an economic valuation of a medical innovation R&D project in orphan diseases from the perspective of the investor. <b>Methods:</b> We describe the specific uncertainty rel...

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Main Authors: Mark Nuijten, Stefano Capri
Format: Article
Language:English
Published: MDPI AG 2024-08-01
Series:Journal of Market Access & Health Policy
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Online Access:https://www.mdpi.com/2001-6689/12/3/16
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author Mark Nuijten
Stefano Capri
author_facet Mark Nuijten
Stefano Capri
author_sort Mark Nuijten
collection DOAJ
description <b>Background:</b> The purpose of this paper is to address how to handle uncertainty when performing an economic valuation of a medical innovation R&D project in orphan diseases from the perspective of the investor. <b>Methods:</b> We describe the specific uncertainty related to cash flows and the cost of capital for innovation in orphan diseases. The uncertainty in cash flows relates to sales, manufacturing and R&D costs, and probabilities of failure for each phase in the clinical trial program. We consider different net present values (NPVs) and higher standard deviations for orphan drugs compared to non-orphan drugs. <b>Results:</b> Numerical case base examples showed the differences in trade-off by an investor for R&D projects with differences in NPV and level of uncertainty. The investor will transfer the additional uncertainty in cash flows in a higher cost of capital. An alternative approach is the application of an “acceptability curve” based on a probabilistic sensitivity analysis, which displays the cumulative probabilities at a range of different values for the NPV. Finally, we consider uncertainty in the cost of capital itself by applying the Capital Asset Pricing Model (CAPM). <b>Conclusions:</b> In this paper, we described various types of uncertainty and explored various approaches to how to handle uncertainty in the economic valuation of medical innovation in orphan diseases. The bridging of health economics with economic valuation theory in the healthcare market is to our knowledge a novel approach for the valuation of medical innovation by investors.
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spelling doaj-art-5e3fd9d3b4e9429a9a87617a6c8e87be2025-08-20T03:34:32ZengMDPI AGJournal of Market Access & Health Policy2001-66892024-08-0112319920810.3390/jmahp12030016Valuation of Medical Innovation Handling with Uncertainty and RiskMark Nuijten0Stefano Capri1A2M, 1546 Lg Amsterdam, The NetherlandsSchool of Economics and Management, Cattaneo-LIUC University, 21053 Castellanza, Italy<b>Background:</b> The purpose of this paper is to address how to handle uncertainty when performing an economic valuation of a medical innovation R&D project in orphan diseases from the perspective of the investor. <b>Methods:</b> We describe the specific uncertainty related to cash flows and the cost of capital for innovation in orphan diseases. The uncertainty in cash flows relates to sales, manufacturing and R&D costs, and probabilities of failure for each phase in the clinical trial program. We consider different net present values (NPVs) and higher standard deviations for orphan drugs compared to non-orphan drugs. <b>Results:</b> Numerical case base examples showed the differences in trade-off by an investor for R&D projects with differences in NPV and level of uncertainty. The investor will transfer the additional uncertainty in cash flows in a higher cost of capital. An alternative approach is the application of an “acceptability curve” based on a probabilistic sensitivity analysis, which displays the cumulative probabilities at a range of different values for the NPV. Finally, we consider uncertainty in the cost of capital itself by applying the Capital Asset Pricing Model (CAPM). <b>Conclusions:</b> In this paper, we described various types of uncertainty and explored various approaches to how to handle uncertainty in the economic valuation of medical innovation in orphan diseases. The bridging of health economics with economic valuation theory in the healthcare market is to our knowledge a novel approach for the valuation of medical innovation by investors.https://www.mdpi.com/2001-6689/12/3/16economic valuationorphan drugsuncertaintyR&D innovative drugs
spellingShingle Mark Nuijten
Stefano Capri
Valuation of Medical Innovation Handling with Uncertainty and Risk
Journal of Market Access & Health Policy
economic valuation
orphan drugs
uncertainty
R&D innovative drugs
title Valuation of Medical Innovation Handling with Uncertainty and Risk
title_full Valuation of Medical Innovation Handling with Uncertainty and Risk
title_fullStr Valuation of Medical Innovation Handling with Uncertainty and Risk
title_full_unstemmed Valuation of Medical Innovation Handling with Uncertainty and Risk
title_short Valuation of Medical Innovation Handling with Uncertainty and Risk
title_sort valuation of medical innovation handling with uncertainty and risk
topic economic valuation
orphan drugs
uncertainty
R&D innovative drugs
url https://www.mdpi.com/2001-6689/12/3/16
work_keys_str_mv AT marknuijten valuationofmedicalinnovationhandlingwithuncertaintyandrisk
AT stefanocapri valuationofmedicalinnovationhandlingwithuncertaintyandrisk