  In this paper, we analyze a L{\'e}vy model based on two popular concepts -
subordination and L{\'e}vy copulas. More precisely, we consider a
two-dimensional L{\'e}vy process such that each component is a time-changed
(subordinated) Brownian motion and the dependence between subordinators is
described via some L{\'e}vy copula. We prove a series representation for our
model, which can be efficiently used for simulation purposes, and provide some
practical examples based on real data
