In a medium saucepan or pot, pour 4 cups of water, bay leaves, fish head and clams. Simmer for approximately 15 minutes. Add the shrimp and simmer another 5 minutes.
Chop the onion, tomato, and carrot. Heat the olive oil in a large open frying pan. Add the onion, tomato, and carrot when hot. Sauté until the onion is translucent, then add the wine and simmer for 5 minutes.
Pour the vegetable-wine mixture in a large pot. Strain the broth and pour into the pot. Stir.
Now that you have removed the shrimp and fish head, shell the cooked shrimp (optional) and set aside. De-bone the fish head and set the fish meat aside. Discard the bones. Place the pot on the stove and turn the heat on medium high.
When the soup starts to boil, add the rice and simmer for 15 minutes, or until rice is cooked. Add salt and pepper to taste. When ready to serve, add back the fish meat and shrimp.