Cream thickening depends upon the right temperature being reached...(has to do with starches doing their thing...)
Bring the heat up gradually, but don't scorch it...gentle is good here...a little heat goes a long way! (this is why you have to really heat up starch slurries and rouxs before they'll thicken..once again, the starches in action.)
Ok...quick science lesson...
Starches will absorb only so much liquid until they reach a certain temperature, which once reached, will cause the starches to absorb quite a bit of liquid, and will also cause some starches to explode (really small..you'll never notice, promise!) and release even more starch into the liquid, thereby absorbing more liquid...on and on..etc...
Well cream acts the same way here...so just let your sauce heat up a bit and you'll notice it thickening...just don't overdo it, or you'll break the sauce and might curdle the cream...yikes! (if you use a cream with a high butterfat content, there is less likelyhood of curdling...ie- heavy whipping cream is usually around 36%, which should work just fine.)
Happy saucing :)