Heat the olive oil in a large pot over medium heat. Add onion, carrot, and celery. Sprinkle with salt and pepper. Sauté until vegetables are beginning to soften, about 10 minutes. Add chopped garlic, rosemary, bay leaf and thyme; sauté 2 minutes. Add the chicken broth, and beans. Bring to boil; reduce heat to medium and simmer uncovered until vegetables are tender, about 25 minutes. Cool soup 10 minutes. Meanwhile, sauté chorizo in heavy large skillet over medium-high heat until cooked through, breaking up the sausage so that it crumbles, about 5 minutes. Drain the chorizo.

Using slotted spoon, remove 1 1/2 cups bean mixture from soup; reserve. Working in batches, puree remaining soup in blender until smooth. Return puree to pot. Stir in reserved whole-bean mixture, chorizo, and cream.