There is a good base of literature demonstrating association between suicide ideation and attempts in individuals with serious gambling problems. Estimates of the incidence of attempts in this population range as high as 40%. Given that attempts are strong risk factors for completed suicides it may be reasonably assumed that the likely suicide rate among problem gamblers would attract more attention. Wong et al. (see link) in one of the few studies in this area called for "future research...using large-scale retrospective case-controlled psychological autopsy of completed suicides with problem and pathological gambling and prospective longitudinal panel methodologies of people with gambling and suicidal behavior." Given the high utilization of the psychological autopsy method it would seem that at least part of this request would be acted upon.
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3067982/