IN for roaming is called CAMEL.
camel is an an enhancement to inap with mobility management messages.
there are 4 version of Camel. Camel 2 is the widely used. camel 3 is for 3G. camel 4 is sip-based.
to answer ur question, where a roamer wants to use an IN service like prepaid HLR just loads to local Visited VLR the address of the Home SCP of the subscriber then visited VLR/MSC talkes direclty to home SCP.
if u need more info u can send ur messages to firstname.lastname@example.org