This recipe adapted from Thomas Keller's "Bouchon" (Artisan, 2004)
Heat olive oil in a large stockpot over medium heat. Add shallots, carrots, and garlic; cook for 4 to 5 minutes. Add fennel; cook for 3 to 4 minutes. Stir in tomato paste; cook for 3 minutes. Stir in tomatoes. Add wine and Pernod; simmer for 5 minutes.
Add thyme, parsley, tarragon, bay leaves, and peppercorns. Add chicken stock; bring to a simmer. Add saffron and shellfish; return to a simmer and cook for 45 minutes.
Remove from heat; let sit for about 15 minutes. Prepare an ice-water bath.
Strain broth through a fine-mesh strainer. Strain again using same strainer lined with a triple layer of cheesecloth. Repeat 2 or 3 times, rinsing cheesecloth and strainer each time, until broth runs through cheesecloth like water.
Transfer broth to ice bath. Stir occasionally, and cool. Refrigerate in an airtight container for up to 3 days, or freeze for up to 3 months.