self join case:
select a.memberNbr, a.effectivedate commentstartdate, min(b.effectivedate) commentenddate, a.comment
from table a
left outer join table b on a.memberNbr = b.memberNbr and a.effectivedate < b.effectivedate
group by a.memberNbr, a.effectivedate, a.comment
order by a.effectivedate
Here assume comments stay the same for a given memberNbr.