Lay the salmon fillets in a shallow ovenproof dish. Add the bay leaf, peppercorns, vinegar, and stock.
Cover with foil and bake in a preheated oven at 350 degrees F for 15-20 minutes until the flesh is opaque and flakes easily when tested with a fork.
Transfer the fish to warmed serving plates, cover, and keep warm.
Strain the cooking liquid into a saucepan. Stir in the cream, capers, dill and chives and seasoning to taste.
Blend the cornstarch with the milk. Add to the saucepan and heat, stirring, until thickened slightly. Boil for 1 minute.
Spoon the sauce over the salmon and garnish with dill sprigs.