Q: My parents passed away without making Hajj. What should I do for them?
A: It is obligatory that a proxy is sponsored from the inheritance, that which was bequeathed, of one who is required to go if they pass away.
The proxy is to commence the hajj from the location of obligation. If there is not enough money, it is to be made from wherever the money will suffice. If the pilgrim dies on the way, the proxy is to start from the place of their death.
Source: Hidayat al-Raghib