I did stand-up comedy for a while. Allow me to offer my own experience about the entrepreneurial streak you're seeing from the comedy sector:
1. As a comedian, you have no choice BUT to get creative. Nobody is going to give you stage time as a no-name comic so your choices are either (booked) open mics or starting your own show.
2. There isn't an "agent" culture for comics like there is for bands or actors. You write your own material. You're alone on stage. You're alone every step of the way.
3. The money stinks as a comic. I can remember being paid for a show in food. FOOD. And there were limits on what I could order. At a mexican restaurant. Since there isn't a lot of money in comedy shows, every dollar you spend on getting to/from a show or paid to someone to help you book a show is almost a eat-or-pay-rent type of decision. If you go to a comedy show, buy a CD from the comic after the show. It's likely that 5 CD's sold puts more money in the pocket of the comic than whatever they earned from the club.
4. Finding another comic to share expenses is almost a losing proposition from the start. Unless you're on stage together as part of an act, it's impossible. Only headline acts can bring their own opener/feature and you aren't a headline act.
SO, to sum up, the money stinks in comedy, you can't easily achieve scale, and you need to be your own writer/agent/booker/show-runner to make a living.