By definition |a_n,b_n\rangle are eigenkets of A and B with eigenvalues an and bn:
A|a_n,b_n\rangle = a_n|a_n,b_n\rangle
B|a_n,b_n\rangle = b_n|a_n,b_n\rangle
Using the previous equations and linearity of A and B you have:
BA|a_n,b_n\rangle = Ba_n|a_n,b_n\rangle = a_nB|a_n,b_n\rangle =...