It sounds like you have Bay Suckers, which are sap-sucking insects which are active in the summer months. The symptoms are yellowing leaf margins which become thickened and curled. Often only one half of the leaf is affected with the yellowed areas eventually turning brown and drying up. Greyish-white insects (the young nymphs) are often seen underneath or near the curled up areas of the leaf.
If the attack is light you can remove the affected leaves and dispose of them with the household waste (don’t compost them). Any badly affected shoots can be pruned out in the winter as this may get rid of some of the over-wintering adults.
If the infestation is heavy you may want to try an insecticide spray such as ‘Provado Ultimate Bug Killer’ which contains the active ingredient ‘Thiacloprid’. Do check the spray is suitable for use on edible crops if you use your bay tree as an edible herb and read the instructions on the bottle carefully. Around May next year, check your plant for damage and spray at the first sign of any Bay Suckers - hopefully this will keep your tree healthy for the rest of the summer!