I agree with the earlier replies, you are venturing to a dangerous world if you start lending service for gamblers.  In my country, no one is jailed due to debt unless you requires the person to give you post dated checks, this way you can charge a criminal offense to the borrower.

Some people see it immoral but I do not mind as long as both party agree with the deal.  People looking for loan service and he provides it, it is a business between the two and we should not pry on it.  But for sure the risk of being not paid is extremely high because you are dealing with compulsive gambler here.  They might not save funds to pay you since all will be spent on gambling.  Asking for collateral is the way to go since more often than not, gamblers will not able to pay their debt to the loaner.

But if you wanted to have a better client, then offer your service out of the gambling world.  There are more client outside the casino unless you wanted to go underground and charge huge interest to gambler.