自己レス

int w = comp.getWidth(), h = comp.getHeight();
BufferedImage image = new BufferedImage( w, h, BufferedImage.TYPE_INT_RGB );
Graphics2D g2 = image.createGraphics();
comp.paint( g2 );
g2.dispose();
ImageIO.write( image, "jpeg", new File( "savedImage.jpeg" ) );

しかし
int w = comp.getWidth(), h = comp.getHeight();
では画像が切れてしまうのが難点。