Try to specify an absolute pathname and also try writing the log file to the /tmp/ directory. On a properly configured system, every user can create new files under /tmp/ and write to those files.
As an explanation: relative path names are always relative to the directory which the program considers as the current directory. Since each program can switch the current directory, you have no clue whatsoever what the current directory is and where a relative path name actually points to (unless your program documents what it does). I have seen that some DB2 programs switch the current directory to the root directory. And since your DB2 instance owner should not be allowed to write to "/db2ckmig.log", the error may occur. (I'm not sure if this is the problem in your case, though.)